skip to content
Covid-19 virus
COVID-19 Resources

Reliable information about the coronavirus (COVID-19) is available from the World Health Organization (current situation, international travel). Numerous and frequently-updated resource results are available from this WorldCat.org search. OCLC’s WebJunction has pulled together information and resources to assist library staff as they consider how to handle coronavirus issues in their communities.

Image provided by: CDC/ Alissa Eckert, MS; Dan Higgins, MAM
Securitisation swaps : a practitioner handbook Preview this item
ClosePreview this item
Checking...

Securitisation swaps : a practitioner handbook

Author: Mark Aarons; Vlad Ender; Andrew Wilkinson
Publisher: Chichester, West Sussex, United Kingdom : John Wiley & Sons Ltd, 2019. ©2019
Series: Wiley finance series.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Handbooks and manuals
Handbooks, manuals, etc
Additional Physical Format: Print version:
Aarons, Mark, 1975- author.
Securitisation swaps
Chichester, West Sussex, United Kingdom : Wiley, 2019
(DLC) 2018041666
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Mark Aarons; Vlad Ender; Andrew Wilkinson
ISBN: 9781119532347 1119532345 9781119532309 1119532302 9781119532330 1119532337
OCLC Number: 1057242502
Description: 1 online resource.
Contents: Overview of structured funding --
Asset-backed debt structures --
Swaps in structured funding --
Swap prepayment risk --
Swap extension risk --
Downgrade risk --
Deal management.
Series Title: Wiley finance series.
Responsibility: Mark Aarons, Vlad Ender, Andrew Wilkinson.

Abstract:

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.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


\n\n

Primary Entity<\/h3>\n
<http:\/\/www.worldcat.org\/oclc\/1057242502<\/a>> # Securitisation swaps : a practitioner handbook<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Book<\/a>, schema:MediaObject<\/a>, schema:CreativeWork<\/a> ;\u00A0\u00A0\u00A0\nlibrary:oclcnum<\/a> \"1057242502<\/span>\" ;\u00A0\u00A0\u00A0\nlibrary:placeOfPublication<\/a> <http:\/\/id.loc.gov\/vocabulary\/countries\/enk<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/dewey.info\/class\/332.6457\/e23\/<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Topic\/business_&_economics_finance<\/a>> ; # BUSINESS & ECONOMICS \/ Finance<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Topic\/derivative_securities<\/a>> ; # Derivative securities<\/span>\n\u00A0\u00A0\u00A0\nschema:author<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Person\/wilkinson_andrew_1979<\/a>> ; # Andrew Wilkinson<\/span>\n\u00A0\u00A0\u00A0\nschema:author<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Person\/aarons_mark_1975<\/a>> ; # Mark Aarons<\/span>\n\u00A0\u00A0\u00A0\nschema:author<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Person\/ender_vlad_1974<\/a>> ; # Vlad Ender<\/span>\n\u00A0\u00A0\u00A0\nschema:bookFormat<\/a> schema:EBook<\/a> ;\u00A0\u00A0\u00A0\nschema:copyrightYear<\/a> \"2019<\/span>\" ;\u00A0\u00A0\u00A0\nschema:datePublished<\/a> \"2019<\/span>\" ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"Overview of structured funding -- Asset-backed debt structures -- Swaps in structured funding -- Swap prepayment risk -- Swap extension risk -- Downgrade risk -- Deal management.<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"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.<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:exampleOfWork<\/a> <http:\/\/worldcat.org\/entity\/work\/id\/5488701659<\/a>> ;\u00A0\u00A0\u00A0\nschema:genre<\/a> \"Electronic books<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:genre<\/a> \"Handbooks and manuals<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:inLanguage<\/a> \"en<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isPartOf<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Series\/wiley_finance_series<\/a>> ; # Wiley finance series.<\/span>\n\u00A0\u00A0\u00A0\nschema:isSimilarTo<\/a> <http:\/\/worldcat.org\/entity\/work\/data\/5488701659#CreativeWork\/securitisation_swaps<\/a>> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Securitisation swaps : a practitioner handbook<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\nschema:productID<\/a> \"1057242502<\/span>\" ;\u00A0\u00A0\u00A0\nschema:url<\/a> <http:\/\/www.vlebooks.com\/vleweb\/product\/openreader?id=none&isbn=9781119532309<\/a>> ;\u00A0\u00A0\u00A0\nschema:url<\/a> <https:\/\/rbdigital.rbdigital.com<\/a>> ;\u00A0\u00A0\u00A0\nschema:url<\/a> <http:\/\/dx.doi.org\/10.1002\/9781119532330<\/a>> ;\u00A0\u00A0\u00A0\nschema:url<\/a> <http:\/\/www.vlebooks.com\/vleweb\/product\/openreader?id=none&isbn=9781119532347<\/a>> ;\u00A0\u00A0\u00A0\nschema:url<\/a> <http:\/\/search.ebscohost.com\/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1985288<\/a>> ;\u00A0\u00A0\u00A0\nschema:workExample<\/a> <http:\/\/worldcat.org\/isbn\/9781119532347<\/a>> ;\u00A0\u00A0\u00A0\nschema:workExample<\/a> <http:\/\/worldcat.org\/isbn\/9781119532330<\/a>> ;\u00A0\u00A0\u00A0\nschema:workExample<\/a> <http:\/\/worldcat.org\/isbn\/9781119532309<\/a>> ;\u00A0\u00A0\u00A0\nwdrs:describedby<\/a> <http:\/\/www.worldcat.org\/title\/-\/oclc\/1057242502<\/a>> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n\n

Related Entities<\/h3>\n
<http:\/\/dewey.info\/class\/332.6457\/e23\/<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Person\/aarons_mark_1975<\/a>> # Mark Aarons<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:birthDate<\/a> \"1975<\/span>\" ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Aarons<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Mark<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Mark Aarons<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Person\/ender_vlad_1974<\/a>> # Vlad Ender<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:birthDate<\/a> \"1974<\/span>\" ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Ender<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Vlad<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Vlad Ender<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Person\/wilkinson_andrew_1979<\/a>> # Andrew Wilkinson<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:birthDate<\/a> \"1979<\/span>\" ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Wilkinson<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Andrew<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Andrew Wilkinson<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Series\/wiley_finance_series<\/a>> # Wiley finance series.<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nbgn:PublicationSeries<\/a> ;\u00A0\u00A0\u00A0\nschema:hasPart<\/a> <http:\/\/www.worldcat.org\/oclc\/1057242502<\/a>> ; # Securitisation swaps : a practitioner handbook<\/span>\n\u00A0\u00A0\u00A0\nschema:name<\/a> \"Wiley finance series.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Wiley finance series<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Topic\/business_&_economics_finance<\/a>> # BUSINESS & ECONOMICS \/ Finance<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"BUSINESS & ECONOMICS \/ Finance<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/5488701659#Topic\/derivative_securities<\/a>> # Derivative securities<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Derivative securities<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.loc.gov\/vocabulary\/countries\/enk<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Place<\/a> ;\u00A0\u00A0\u00A0\ndcterms:identifier<\/a> \"enk<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/entity\/work\/data\/5488701659#CreativeWork\/securitisation_swaps<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:CreativeWork<\/a> ;\u00A0\u00A0\u00A0\nrdfs:label<\/a> \"Securitisation swaps<\/span>\" ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"Print version:<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isSimilarTo<\/a> <http:\/\/www.worldcat.org\/oclc\/1057242502<\/a>> ; # Securitisation swaps : a practitioner handbook<\/span>\n\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/isbn\/9781119532309<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:ProductModel<\/a> ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"1119532302<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"9781119532309<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/isbn\/9781119532330<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:ProductModel<\/a> ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"1119532337<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"9781119532330<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/isbn\/9781119532347<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:ProductModel<\/a> ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"1119532345<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"9781119532347<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n