Finance professionals will welcome Frank Fabozzi's Handbook of Structured Finance Products. This one-of-a-kind guide helps you stay on top of continuing developments in the U.S. structured finance product field-as well as developments concerning these products in overseas markets. Here, Fabozzi assembles a roster of highly regarded professionals who provide their findings and opinions on a multitude of investment subjects.
Table of contents
Index of Advertisers.
1. Overview (F. Fabozzi).
SECTIONI: BACKGROUND INFORMATION.
2. Securitization in Europe: Overview and Recent Developments (P. Van den Eynde).
3. Securitization of Non-Traditional Asset Types: An Investor's Perspective (J. Quisenberry).
4. Securitizing Nontraditional U.S. Assets for European Markets (J. Smallman and M. Selby).
5. Technology Issues in Asset-Backed Securitization (J. Myers).
6. Finance Company Transactional Due Diligence (L. Blum and A. Mattera).
7. The Role of the Trustee in Asset-Backed Securitization (K. Cook and F. Della Sala).
8. Identifying Relative Value in the ABS Market (L. Wilhelm and W. Roever).
9. The NAIC Securities Valuation Office's Analysis of Asset-Backed Securities (F. Vigneron).
SECTION II: NON-MORTGAGE RELATED ABS PRODUCTS.
10. Auto Loan Asset-Backed Securities (W. Roever, et al.).
11. Automobile Lease ABS (C. Schorin).
12. Credit Card Asset-Backed Securities (C. Schorin).
13. Credit Card "C-Pieces" (J. Dunlevy).
14. Equipment-Financed ABS (J. Anderson, et al.).
15. Student Loans ABS (K. Wagner and E. Callahan).
16. Securitization of Commercial and Industrial Loans (A. Thompson).
17. The Basics of CBO Investing (J. Dunlevy and M. DeVito).
18. Collateralized Loan and Bond Obligations: Creating Value Through Arbitrage (R. Thompson, Jr. and E. Yun).
19. Utility Stranded Costs Securitization (C. Schorin and K. Roach).
20. Catastrophe-Linked Securities (S. Ganapati, et al.).
21. ABS-Backed Index Amortizing Notes (C. Schorin and S. Weinreich).
SECTION III: MORTGAGE-RELATED ABS PRODUCTS.
22. Mortgage-Backed Securities (F. Fabozzi).
23. Home Equity Loan-Backed Securities (C. Schorin).
24. Prepayment Modeling and Valuation of Home Equity Loan Securities (D. Westhoff and M. Feldman).
25. Non-Accelerating Senior Home Equity Loan ABS (R. DiSerio, et al.).
26. Adjustable-Rate Home Equity Loan ABS (C. Flanagan, et al.).
27. Manufactured Housing Securitization (P. Watterson, Jr.,et al.).
28. Manufactured Housing Securitization and Prepayments (S. Abrahams, et al.).
29. Commercial Mortgage-Backed Securities (J. DeMichele and W. Adams).
30. Understanding Prepayments in CMBS Deals (D. Cheng, et al.).
31. An Option-Theoretic Approach to the Valuation of Multifamily Mortgage Loans and Securities (M. Youngblood).
32. Evaluating the Risk of Commercial Mortgage-Backed Securities (G. Pappadopoulos and J. Fisher).