Sylvain Raynes's Books

The Analysis of Structured Securities

Precise Risk Measurement and Capital Allocation

By: Sylvain Raynes,Ann Rutledge

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The Analysis of Structured Securities

Precise Risk Measurement and Capital Allocation

By: Sylvain Raynes,Ann Rutledge

The Analysis of Structured Securities presents the first intellectually defensible framework for systematic assessment of the credit quality of structured securities. It 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. This book is essential reading for practitioners who seek higher precision, efficiency and control in managing their structured exposures.

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516

Publisher

Oxford University Press

Published Date

ISBN 10

0198034830

ISBN 13

9780198034834

Elements of Structured Finance

By: Ann Rutledge,Sylvain Raynes

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Elements of Structured Finance

By: Ann Rutledge,Sylvain Raynes

For all but the most credit-worthy companies, it is more efficient to finance large pools of assets that have predictable behavioral characteristics through non-standard arrangements. These off-balance sheet structures allow credit exposures to be tailored to investor risk, asset class, and an ever-increasing diversity of idiosyncratic needs on the part of issuers and investors. The discipline that addresses these structures, which is called structured finance or securitization, is almost twenty years old, and has become a ubiquitous element of modern financial management. Yet, it has not been systematically covered in a textbook designed for both the school and workplace contexts. Elements of Structured Finance, the text version of a program of instruction in structured finance that the authors have offered at universities, private training programs, and consultancies, fills this void spectacularly. Raynes and Rutledge, two very highly regarded teachers and consultants in the field, bring clarity and logic to an inherently complex and frightening area of finance, using their extensive experience working with many of the top Wall Street securities houses. The book will start with the relatively simple concepts of static valuation models and the benchmark pool, and take the reader through the more esoteric features of dynamic risk analysis, thus serving as both an excellent introduction for the beginner and an essential reference for the professional. In addition to participants in structured finance programs, this book will appeal to structured finance analysts and managers at banks, asset management companies, insurance companies, and a wide variety of other corporations.

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Page Count

689

Publisher

Oxford University Press

Published Date

ISBN 10

0199720657

ISBN 13

9780199720651

The Analysis of Structured Securities

Precise Risk Measurement and Capital Allocation

By: Sylvain Raynes,Ann Rutledge

Write a review Read reviews Take a Quiz Solve Book Puzzle

The Analysis of Structured Securities

Precise Risk Measurement and Capital Allocation

By: Sylvain Raynes,Ann Rutledge

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

516

Publisher

Oxford University Press

Published Date

ISBN 10

0198034830

ISBN 13

9780198034834

Elements of Structured Finance

By: Ann Rutledge,Sylvain Raynes

Write a review Read reviews Take a Quiz Solve Book Puzzle

Elements of Structured Finance

By: Ann Rutledge,Sylvain Raynes

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

689

Publisher

Oxford University Press

Published Date

ISBN 10

0199720657

ISBN 13

9780199720651

Book's by Sylvain Raynes

The Analysis of Structured Securities

The Analysis of Structured Securities

Elements of Structured Finance

Elements of Structured Finance

The Analysis of Structured Securities

The Analysis of Structured Securities

Elements of Structured Finance

Elements of Structured Finance

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