Introduction to securitization / Frank J. Fabozzi, Vinod Kothari.

Introduction to Securitization outlines the basics of securitization, addressing applications for this technology to mortgages, collateralized debt obligations, future flows, credit cards, and auto loans. The authors present a comprehensive overview of the topic based on the experience they have gat...

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Bibliographic Details
Online Access: Full Text (via O'Reilly/Safari)
Main Author: Fabozzi, Frank J.
Other Authors: Kothari, Vinod
Format: eBook
Language:English
Published: Hoboken, N.J. : John Wiley & Sons, ©2008.
Series:Frank J. Fabozzi series.
Subjects:
Table of Contents:
  • Introduction
  • Issuer motivation for securitizing assets and the goals of securitizing
  • Structuring agency MBS deals
  • Structuring nonagency deals
  • Credit enhancements
  • Use of interest rate derivatives in securitization transactions
  • Operational issues in securitization
  • Collateral classes in ABS : retail loans
  • Asset-backed commercial paper conduits and other structured vehicles
  • Securitization of future cash flows : future revenues, operating revenues, and insurance profits
  • Introduction to collateralized debt obligations
  • Types of collateralized debt obligations
  • Structuring and analysis of CDOs
  • Benefits of securitization to financial markets and economies
  • Concerns with securitization's impact on financial markets and economies.