Collateralized Debt Obligations: Structures and Analysis, Second Edition
by DOUGLAS J. LUCAS, LAURIE S. GOODMAN, FRANK J. FABOZZI
Contents
PART ONE: Introduction to Cash CDOs
Restrictions on Management: Safety Nets
Call Provisions in CDO Transactions
CHAPTER 3: High-Yield Loans: Structure and Performance
Loan Interest Rates and Upfront Fees
High-Yield Loan CLO versus High-Yield Bond CBO Performance
CHAPTER 4: European Bank Loans and Middle Market Loans
PART THREE: Structured Finance CDOs and Collateral Review
CHAPTER 5: Review of Structured Finance Collateral: Mortgage-Related Products
Residential Mortgage-Backed Securities
Commercial Mortgage-Backed Securities
Real Estate Investment Trust Debt
CHAPTER 6: Review of Structured Finance Collateral: Nonmortgage ABS
Credit Card Receivable-Backed Securities
Student Loan-Backed Securities
Aircraft Lease-Backed Securities
Franchise Loan-Backed Securities
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