{"product_id":"the-analysis-of-structured-securities-precise-risk-measurement-and-capital-allocation-9780195152739","title":"The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation","description":"\u003cem\u003eThe Analysis of Structured Securities\u003c\/em\u003e presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities.\u003cbr\u003eIt begins with a detailed description and critique of methods used to rate asset-backed securities, collateralized debt obligations and asset-backed commercial paper. The book then proposes a single replacement paradigm capable of granular, dynamic results. It offers extensive guidance on using numerical methods in cash flow modeling, as well as a groundbreaking section on trigger optimization. Casework on applying the method to automobile ABS, CDOs-of-ABS and aircraft-lease securitizations is also presented.\u003cbr\u003eThis book is essential reading for practitioners who seek higher precision, efficiency and control in managing their structured exposures. \u003cp\u003e\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Sylvain Raynes, Ann Rutledge\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Oxford University Press, USA\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 09\/25\/2003\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 464\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.75lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.42h x 6.48w x 1.02d\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9780195152739\u003cbr\u003e\u003cp\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003cbr\u003e\u003cstrong\u003eSylvain Raynes and Ann Rutledge\u003c\/strong\u003e are the Founding Principles of R \u0026amp; R Consulting, a structured finance consultancy dedicated to advising issuers, investors, intermediaries, non-profit corporations, and regulatory bodies in credit risk management and structured financial techniques using fine-grained analytical methods. In July 2001, their paper \u003cem\u003eMeasures of Credit Losses: A Precise Method for Calculating Risk-adjusted Return on capital\u003c\/em\u003e was selected for presentation by the IAFE.\u003cbr\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003e\u003ci\u003eThis title is not returnable\u003c\/i\u003e\u003cbr\u003e\u003c\/p\u003e","brand":"Oxford University Press, USA","offers":[{"title":"Hardcover","offer_id":40110187544691,"sku":"9.7802E+12","price":150.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0555\/9255\/0515\/products\/img_69b4a7b2-8629-4f1e-9307-63ca4e48aa8c.jpg?v=1653401928","url":"https:\/\/bookstorenmore.com\/products\/the-analysis-of-structured-securities-precise-risk-measurement-and-capital-allocation-9780195152739","provider":"Bookstore N More","version":"1.0","type":"link"}