000			03462cam a2200325 i 4500
020			_a9781119532347 _qelectronic book
020			_a1119532345 _qelectronic book
020			_a9781119532309 _qelectronic book
020			_a1119532302 _qelectronic book
020			_a9781119532330 _qelectronic book
020			_a1119532337 _qelectronic book
020			_z9781119532279 _qhardcover
040			_cCUS
072		7	_aBUS _x027000 _2bisacsh
100	1		_aAarons, Mark, _d1975- _eauthor.
245	1	0	_aSecuritisation swaps : _ba practitioner handbook / _cMark Aarons, Vlad Ender, Andrew Wilkinson.
260		1	_aChichester, West Sussex, United Kingdom : _bJohn Wiley & Sons Ltd, _c2019.
260		4	_c©2019
300			_a1 online resource.
490	1		_aWiley finance series
505	0		_aOverview of structured funding -- Asset-backed debt structures -- Swaps in structured funding -- Swap prepayment risk -- Swap extension risk -- Downgrade risk -- Deal management.
520			_aDevelop 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.
650		0	_aDerivative securities _vHandbooks, manuals, etc.
650		7	_aDerivative securities. _2fast _0(OCoLC)fst00891019
650		7	_aBUSINESS & ECONOMICS / Finance _2bisacsh
700	1		_aEnder, Vlad, _d1974- _eauthor.
700	1		_aWilkinson, Andrew, _d1979- _eauthor.
830		0	_aWiley finance series.
856	4	0	_uhttps://doi.org/10.1002/9781119532330 _zWiley Online Library
942			_cEBK
999			_c208823 _d208823