Introduction to Structured FinanceCreated by the experienced author team of Frank Fabozzi, Henry Davis, and Moorad Choudhry, Introduction to Structured Finance examines the essential elements of this discipline. It is a convenient reference guide—which covers all the important transaction types in one place—and an excellent opportunity to enhance your understanding of finance. |
Contents
| 1 | |
Chapter 2 Interest Rate Derivatives | 23 |
Chapter 3 Credit Derivatives | 45 |
Chapter 4 Basic Principles of Securitization | 65 |
Chapter 5 Securitization Structures | 95 |
Chapter 6 Cash Flow Collateralized Debt Obligations | 119 |
Chapter 7 Synthetic Collateralized Debt Obligation Structures | 133 |
Chapter 8 Securitized and Synthetic Funding Structures | 155 |
Appendix A The Basel II Framework and Securitization | 287 |
Appendix B Synthetic Securitization Case of MortgageBacked Securities | 297 |
Appendix C Home Run A Case Study of Financing the New Stadium for the St Louis Cardinals | 303 |
Appendix D Municipal FutureFlow Bonds in Mexico Lessons for Emerging Economies | 309 |
Appendix E Crown Castle Towers LLC Senior Secured Tower Revenue Notes Series 20051 | 321 |
Appendix F MVL FIlm Finance LLC | 335 |
Appendix G Presale Honda Auto Receivables 20061 Owner Trust | 339 |
Appendix H Presale ACG Trust III | 345 |
Other editions - View all
Introduction to Structured Finance Frank J. Fabozzi,Henry A. Davis,Moorad Choudhry Limited preview - 2006 |
Introduction to Structured Finance Frank J. Fabozzi,Henry A. Davis,Moorad Choudhry No preview available - 2007 |
Common terms and phrases
6-month LIBOR agreement arrangement asset swap asset-backed securities balance sheet bank Basel Basel II borrowing cash flow chapter collateral collateralized debt obligations cost coupon rate credit default swap credit derivatives credit enhancement credit event credit protection credit rating credit risk credit-linked notes debt Enron equity participants example excess spread Exhibit exposure facility fixed-rate floater floating-rate funds futures contract hedge indenture trustee interest rate swap investment investor issue issuer lenders lessee lessor leveraged lease liability LIBOR losses manager maturity ment million mortgage notional amount obligations originator overcollateralization owner trustee party payout pool portfolio prepayment principal project financing protection buyer protection seller purchase rating agencies ratio receive reference asset reference entity reference rate risk weighting securitization senior bond class specified sponsor structured finance structured notes swap counterparty synthetic CDO tax benefits term tion total return swap tranche transaction true lease vehicle