Structured Credit Products: Credit Derivatives and Synthetic Securitisation

Structured Credit Products: Credit Derivatives and Synthetic Securitisation
Structured Credit Products: Credit Derivatives and Synthetic Securitisation 2nd Edition, by Moorad Choudhry introduces credit score spinoff products and their uses. New material is presented on latest structured credit score merchandise and synthetic funding constructions; the valuation models used to cost synthetic securitization offers; the credit spinoff Huge Bang and the CDS basis.

Structured credit score merchandise together with synthetic collateralized debt obligations had been the subject of appreciable media scrutiny within the wake of the US mortgage market crash, as banks all over the world suffered large losses on holdings in such products. On the same time, investors that had shorted these exposures using credit score derivatives profited from the downturn in the market.

As risk management tools, Structured Credit Products: Credit Derivatives and Synthetic Securitisation brings readers up to date with developments available in the market following the 2007-2008 monetary disaster and covers modifications within the markets since then. The writer presents case research and sensible illustrations from the market. The accompanying CD-R contains pricing fashions for credit derivatives synthetic CDO notes, variety models and cash move waterfalls.

Structured credit merchandises are one among today’s fastest growing investment and risk management mechanisms, and a spotlight of innovation and creativity within the capital markets. The constructing blocks of these merchandises are credit derivatives, which are among the most widely used merchandise in finance.

This book gives a succinct and targeted description of the main credit spinoff instruments, in addition to the more complicated merchandise corresponding to artificial collateralized debt obligations. This re-creation features updated case research from Europe and Asia, the most recent developments in synthetic buildings, the influence of the subprime meltdown, and a CD-ROM of fashions and teaching aids.

Structured Credit Products: Credit Derivatives and Synthetic Securitisation (Wiley Finance)

Moorad Choudhry
Wiley; 2 edition
300 pages

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Valuation models used to price synthetic securitisation deals

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