July 2008
Beginner
384 pages
9h 52m
English
Content preview from Introduction to SecuritizationBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Index
Accounting standards
Accounting volatility, absence. See Synthetic CDOs
Accretion-directed bonds classes
creation
specialization
Accretion process
Accrual bonds (Z bonds)
class
structure, comparison
structuring
lockout period, months (number)
par value, lockout period (addition)
Actual/day count, usage. See Sterling-denominated swaps
Administrative agent. See Asset-backed commercial paper
duties. See also Commercial paper
role
Administrative receivership, usage
Agency CMOs
creation
qualification. See also Nonagency CMOs
usage
Agency costs, reduction
Agency deals
arbitrage transactions
structuring
Agency MBS deals, structuring summary
Agency passthrough securities, valuation alternative
Agreed-upon periodic interest rate American Skandia Life Assurance Company (ASLAC),
securitization transactions issuance
Amortization
calculation
triggers. See Early amortization triggers
Amortizing swap, notional amount (decline)
Annualized percentage rates (APRs)
Arbitrage. See Securities
activity, impact
profits, making
term, usage looseness
transactions
diversification, attainability
ramp-up risks, impact
Arbitrage cash CDOs
assets
flowchart
legal structure
reinvestment period
returns
Arbitrage CDOs
assets, purchase
examples
issuance, capability
pooling process, profit source
purpose
relevance
returns example
Arbitrage conduits
S&P definition
Arbitrage-free model
Arbitrage synthetic CDOs
collateral manager, appointment
creation
flowchart
income
ramp-up period
Arbitraging, purpose
Asset-aging ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access
More than 5,000 organizations count on O’Reilly
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.