Securitisation swaps: a practitioner handbook
Author:
Series:
Publisher:
John Wiley & Sons Ltd
Pub. Date:
2019
Language:
English
Description
Develop the skillset essential to successful securitisation swaps management Securitisation Swaps is a complete practitioner's guide to this unique and complex class of derivatives. This detailed examination follows the entire life cycle of securitisation swaps to give quants, structurers, traders, originators, issuers and lawyers a common reference for understanding their shared objective. Broad in scope to provide a common-ground perspective - yet detailed enough to promote full understanding - the discussion takes a distinctly cross-disciplinary approach that encompasses the multi-faceted knowledge base required to successfully execute these complex trades. Despite the fact that the size of the market is trillions of dollars in notional principal, securitisation swaps have thus far been neglected in both academic and practitioner literature. The numerous stakeholders that work together on these complex deals will all greatly benefit from a thorough understanding of their underlying risks and gain deep insight into the perspectives of each stakeholder. This invaluable guide provides multi-disciplinary insight that allows practitioners to: -Manage securitisation swaps more effectively, from pre-trade structuring and modelling to post-trade risk management and accounting -Understand the elements of securitisation and covered bonds, and how swaps mitigate risk in these types of transactions -Explore how securitisation swaps differ from other derivatives and delve into their three specific risk factors - swap prepayment risk, swap extension risk and downgrade risk -Learn practical methods and strategies of risk management, accounting, pricing and transaction execution When securitisation trades go wrong, they become front-page news - but when each participant understands accurate modelling, risk mitigation, optimal structuring, costs, pricing, commercial backgrounds and other integral practices, they are able to work together to achieve a shared objective. Securitisation Swaps provides the essential knowledge that streamlines and safeguards these important trades.
More Details
Contributors:
ISBN:
9781119532309
9781119532330
9781119532347
9781119532330
9781119532347
Staff View
Grouping Information
Grouped Work ID | 3d928887-95ad-f065-8d22-7860997b9c05 |
---|---|
Grouping Title | securitisation swaps |
Grouping Author | mark aarons |
Grouping Category | book |
Grouping Language | English (eng) |
Last Grouping Update | 2023-09-06 04:40:01AM |
Last Indexed | 2024-03-28 04:35:33AM |
Solr Fields
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auth_author2
Ender, Vlad, 1974-
Wilkinson, Andrew, 1979-
Wilkinson, Andrew, 1979-
author
Aarons, Mark, 1975-
author2-role
Ender, Vlad,1974-author
Wilkinson, Andrew,1979-author
Wilkinson, Andrew,1979-author
author_display
Aarons, Mark
display_description
Develop the skillset essential to successful securitisation swaps management Securitisation Swaps is a complete practitioner's guide to this unique and complex class of derivatives. This detailed examination follows the entire life cycle of securitisation swaps to give quants, structurers, traders, originators, issuers and lawyers a common reference for understanding their shared objective. Broad in scope to provide a common-ground perspective - yet detailed enough to promote full understanding - the discussion takes a distinctly cross-disciplinary approach that encompasses the multi-faceted knowledge base required to successfully execute these complex trades. Despite the fact that the size of the market is trillions of dollars in notional principal, securitisation swaps have thus far been neglected in both academic and practitioner literature. The numerous stakeholders that work together on these complex deals will all greatly benefit from a thorough understanding of their underlying risks and gain deep insight into the perspectives of each stakeholder. This invaluable guide provides multi-disciplinary insight that allows practitioners to: -Manage securitisation swaps more effectively, from pre-trade structuring and modelling to post-trade risk management and accounting -Understand the elements of securitisation and covered bonds, and how swaps mitigate risk in these types of transactions -Explore how securitisation swaps differ from other derivatives and delve into their three specific risk factors - swap prepayment risk, swap extension risk and downgrade risk -Learn practical methods and strategies of risk management, accounting, pricing and transaction execution When securitisation trades go wrong, they become front-page news - but when each participant understands accurate modelling, risk mitigation, optimal structuring, costs, pricing, commercial backgrounds and other integral practices, they are able to work together to achieve a shared objective. Securitisation Swaps provides the essential knowledge that streamlines and safeguards these important trades.
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3d928887-95ad-f065-8d22-7860997b9c05
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9781119532309
9781119532330
9781119532347
9781119532330
9781119532347
last_indexed
2024-03-28T08:35:33.096Z
lexile_score
-1
literary_form
Non Fiction
literary_form_full
Non Fiction
primary_isbn
9781119532309
publishDate
2019
publisher
John Wiley & Sons Ltd
recordtype
grouped_work
series
Wiley finance
series_with_volume
Wiley finance|
subject_facet
BUSINESS & ECONOMICS -- Finance
Derivative securities
Derivative securities -- Handbooks, manuals, etc
Handbooks and manuals
Instruments dérivés (Finances) -- Guides, manuels, etc
Derivative securities
Derivative securities -- Handbooks, manuals, etc
Handbooks and manuals
Instruments dérivés (Finances) -- Guides, manuels, etc
title_display
Securitisation swaps : a practitioner handbook
title_full
Securitisation swaps : a practitioner handbook / Mark Aarons, Vlad Ender, Andrew Wilkinson
title_short
Securitisation swaps
title_sub
a practitioner handbook
topic_facet
BUSINESS & ECONOMICS
Derivative securities
Finance
Instruments dérivés (Finances)
Derivative securities
Finance
Instruments dérivés (Finances)
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