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Mortgage credit derivatives are a risky business, especially of late. Written by an expert author team of UBS practitioners-Laurie Goodman, Shumin Li, Douglas Lucas, and Thomas Zimmerman-along with Frank Fabozzi of Yale University, Subprime Mortgage Credit Derivatives covers state-of-the-art instruments and strategies for managing a portfolio of mortgage credits in today's volatile climate. Divided into four parts, this book addresses a variety of important topics, including mortgage credit (non-agency, first and second lien), mortgage securitizations (alternate structures and subprime triggers), credit default swaps on mortgage securities (ABX, cash synthetic relationships, CDO credit default swaps), and much more. In addition, the authors outline the origins of the subprime crisis, showing how during the 2004-2006 period, as housing became less affordable, origination standards were stretched-and when home price appreciation then turned to home price depreciation, defaults and delinquencies rose across the board. The recent growth in subprime lending, along with a number of other industry factors, has made the demand for timely knowledge and solutions greater than ever before, and this guide contains the information financial professionals need to succeed in this challenging field.
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Previews available in: English
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Edition | Availability |
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1
Subprime Mortgage Credit Derivatives
2008, John Wiley & Sons, Ltd.
Electronic resource
in English
0470392746 9780470392744
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2
Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series)
June 9, 2008, Wiley
Hardcover
in English
047024366X 9780470243664
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- Created June 17, 2010
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August 20, 2020 | Edited by ImportBot | import existing book |
July 28, 2014 | Edited by ImportBot | import new book |
April 6, 2014 | Edited by ImportBot | Added IA ID. |
July 31, 2012 | Edited by VacuumBot | Updated format 'electronic resource' to 'Electronic resource' |
June 17, 2010 | Created by ImportBot | Imported from marc_overdrive MARC record |