April 2008
Intermediate to advanced
543 pages
13h 50m
English
book
Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors
by GLENN M. SCHULTZ, FRANK J. FABOZZI, BRIAN P. LANCASTER
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Index
ABCDS. See Asset-backed CDS
ABCP. See Asset-backed commercial paper
ABS. See Asset-backed securities
Absolute prepayment speed, 109, 403, 405
ABX. See Asset-backed securities index
ABX.HE. See Asset-backed securities index
Accepted Servicing Practices, 359
definition, 366
standard, violation, 361
Actively traded indexes, 242e–243e
Additional basis risk, 70
Adjustable-rate mortgage (ARM)
loans. See Hybrid ARMs
origination, 40
refinancing sensitivity. See Hybrid ARM
refinancing sensitivity
Adjustable-rate repayment analysis, 41–45
Adjustable-rate second lien loans risk multipliers, level, 52–53
Advance rates, 180
AFC. See Available funds cap
Affinity programs, 83
Age of the accounts. See Accounts
Aircraft. See Commercial aircraft
airline usage, worldwide fleet, 476e
downturns, susceptibility. See Wide-body aircraft
factor-derived lease rate, approximation, 472
future lease cash flow, estimation, 471–472
lease rate factor curve, 472e
lease rates, 478–479. See also Out-of-production aircraft lease rates
leasing asset, defining, 479–481
management, lessors, 477e
market. See Narrow-body aircraft market;
Wide-body aircraft market
value, 468
number. See Young aircraft
operating expenses, fuel (impact), 481–482
operators, number, 480
ownership cost
accelerated depreciation, 474e
straight line depression, 474e
pools, diversification, 467
production, number, 480
types, fleet size, 483e
valuations, risk, 467
value, ...
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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.