Ebook: Securitisation derivatives a practitioner's handbook
Author: Aarons Mark, Ender Vlad, Wilkinson Andrew
- Tags: Derivative securities, Handbooks and manuals, Derivative securities -- Handbooks manuals etc
- Series: Wiley finance series
- Year: 2019
- Publisher: Wiley
- City: Hoboken;New Jersey
- Language: English
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Overview of structured funding -- Asset-backed debt structures -- Swaps in structured funding -- Swap prepayment risk -- Swap extension risk -- Downgrade risk -- Deal management
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