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Securitisation Swaps - A Practitioner's Handbook (Hardcover)
Loot Price: R1,731
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Securitisation Swaps - A Practitioner's Handbook (Hardcover)
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Develop the skillset essential to successful securitisation swaps
management Securitisation Swaps is a complete practitioner's guide
to this unique and complex class of derivatives. This detailed
examination follows the entire life cycle of securitisation swaps
to give quants, structurers, traders, originators, issuers and
lawyers a common reference for understanding their shared
objective. Broad in scope to provide a common-ground perspective --
yet detailed enough to promote full understanding -- the discussion
takes a distinctly cross-disciplinary approach that encompasses the
multi-faceted knowledge base required to successfully execute these
complex trades. Despite the fact that the size of the market is
trillions of dollars in notional principal, securitisation swaps
have thus far been neglected in both academic and practitioner
literature. The numerous stakeholders that work together on these
complex deals will all greatly benefit from a thorough
understanding of their underlying risks and gain deep insight into
the perspectives of each stakeholder. This invaluable guide
provides multi-disciplinary insight that allows practitioners to:
Manage securitisation swaps more effectively, from pre-trade
structuring and modelling to post-trade risk management and
accounting Understand the elements of securitisation and covered
bonds, and how swaps mitigate risk in these types of transactions
Explore how securitisation swaps differ from other derivatives and
delve into their three specific risk factors -- swap prepayment
risk, swap extension risk and downgrade risk Learn practical
methods and strategies of risk management, accounting, pricing and
transaction execution When securitisation trades go wrong, they
become front-page news -- but when each participant understands
accurate modelling, risk mitigation, optimal structuring, costs,
pricing, commercial backgrounds and other integral practices, they
are able to work together to achieve a shared objective.
Securitisation Swaps provides the essential knowledge that
streamlines and safeguards these important trades.
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