Asset Securitisation and Synthetic Structures: Innovations in the European Credit Markets

Front Cover
Rick Watson, Jeremy Carter
Euromoney Books, 2006 - Asset-backed financing - 297 pages
0 Reviews
Gain an in-depth analysis, expert opinion and practical advice from the experts in the European credit markets.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

The way forward future trends for securitisation
11
The changing profile of risk the impact of Basel II on
26
Legal structure of cash and synthetic transactions
39
Regulatory impact of synthetic securitisation
51
Securitisation tax in context
67
The accounting consequences of securitisation
79
The rating process for structured finance instruments
88
who buys and sells European
99
Residential mortgagebacked securities
141
mortgage funding markets
147
Auto loans and lease ABS
168
Cash flow CDOs
179
Arbitrage synthetic CDOs
194
Whole business securitisations
204
Value inforce securitisation
223
opportunities with sukulc
244

Converging developments in ABCP conduits and SIV markets
115
The market for first loss and mezzanine risk
126
Securitisation in the emerging markets
262
Copyright

Common terms and phrases

About the author (2006)

Linda O'Neal is the step-grandmother of Ashley Pond and was the lead private investigator during the case. She has taught several courses on criminal and legal procedure at The College of Legal Arts.
Philip Tennyson is a documentary filmmaker and author. He has written two previous books, "Getting Started "and "Living to 110. "He is married to O'Neal, and they live in the Portland, OR area.
Rick Watson has worked in law enforcement and is the author of several screenplays. He lives in Eastern Washington State with his wife, two cats, and a bird named Billie Jean.

Jeremy Carter is at the School of Planning and Landscape, University of Manchester.

Bibliographic information