结构信贷产品：信贷衍生物与综合证券化 STRUCTURED CREDIT PRODUCTS: 下载 pdf 百度网盘 epub 免费 2025 电子版 mobi 在线

Structured Credit Products are one of today's fastest growing investment and risk management mechanisms, and a focus of innovation and creativity in the capital markets.

The building blocks of these products are credit derivatives, which are among the most widely used products in finance. This book offers a succinct and focused de*ion of the main credit derivative instruments, as well as the more complex products such as synthetic collateralised debt obligations.

The book features:

Detailed product de*ions and analysis

Case studies on US, European and Asian transactions

Latest developments in synthetic structures.

Written in an accessible style by an acclaimed author in the field of finance, this book is aimed at the entire banking, securitisation and fund management market.

Foreword

Preface

Acknowledgements

About the Author

PART I: CREDIT RISK AND CREDIT DERVIATIVE INSTRUMENTS

　Chapter 1 Credit Risk

　Chapter 2 Credit Derivatives: Unfunded Instruments

　Chapter 3 Credit Derivatives: Funded Instruments

　Chapter 4 Credit Derivatives: Basic Applications

　Chapter 5 Credit Derviatives: Pricing and Valuation

　Chapter 6 Credit Default Swap Pricing

　Chapter 7 The Asset Swap— Credit Default Swap Basic I

　Chapter 8 The Credit efault Swap Basis II: Analyzing the Relationship between Cash and Synthetic Markets

PART II: STRUCTURED CREDIT PRODUCTS AND SYNTHETIC SECURITISATION

　Chapter 9 An Introduction to Securitisation

　Chapter 10 Synthetic Collateralised Debt Obligations

　Chapter 11 Integrating Cash and Synthetic Markets: Multi-SPV Credit Hybrid CDO Structure

　Chapter 12 Synthetic CDOS: Risk and Return

　Chapter 13 Basic Principles in CDO Valuation and Cashflow Waterfall Models

　Chapter14 Synthetic Mortgage-backed Securities

　Chapter 15 Synthetic Conduit and Repackaged Transactions

Glossary

Index

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作者简介：

Moorad Choudhry is Head of Treasury at KBC Financial Products UK Limited in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance with JPMorgan Chase Bank.

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Structured Credit Products are one of today′s fastest growing investment and risk management mechanisms, and a focus of innovation and creativity in the capital markets. The building blocks of these products are credit derivatives, which are among the most widely used products in finance. This book offers a succinct and focused description of the main credit derivative instruments, as well as the more complex products such as synthetic collateralised debt obligations. The book features: Detailed product descriptions and analysis Case studies on US, European and Asian transactions Latest developments in synthetic structures. Written in an accessible style by an acclaimed author in the field of finance, this book is aimed at the entire banking, securitisation and fund management market.