Investing in asset-backed securities / Frank J. Fabozzi, editor

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Subjects: Asset-backed financing--United States
Finance--United States
Securities--United States
Formats: Print
Material Type: Books
Language: English
Audience: Unspecified
Published: New Hope, PA : Frank J. Fabozzi Associates, c2000
LC Classification: H, HG
Physical Description: v, 540 p. : ill. ; 24 cm
Table of Contents: Contributing Authors
1. Overview of ABS Portfolio Management / Karen Weaver, Stephenie Whitten, Eugene Xu 1
2. Rating Asset-Backed Securities / Andrew A. Silver 17
Non-Real Estate Backed ABS 43
3. Securities Backed by Credit Card Receivables / John N. McElravey 45
4. Securities Backed by Auto Loans and Leases / Neil McPherson 61
5. Securities Backed by Recreational Vehicle Loans / Nichol Bakalar, James Nimberg 101
6. Equipment-Financed ABS / James S. Anderson, Scott H. Shannon, Kristina L. Clark 139
7. Aircraft Asset-Backed Securities / Joseph Philips, Oliver Hsiang 151
8. SBA Development Company Participation Certificates / Christopher Flanagan, Weisi Tan 169
9. Franchise Loan Securitization / James S. Anderson, Kristina L. Clark 187
10. Student Loan Floaters / Thomas Zimmerman 203
11. Healthcare Receivable Backed ABS / Neil McPherson, Todd Fasanella 211
12. Dealer Floorplan ABS / Karen Weaver, Nichol Bakalar 223
Collateralized Debt Obligations 239
13. Collateralized Debt Obligations / Charles Schorin, Steven Weinreich 241
14. Relative Value Framework for Collateralized Debt Obligations / Charles Schorin, Steven Weinreich 279
15. Analyzing Mezzanine Tranches of CBOs / Laurie Goodman, Jeffrey Ho 289
16. Emerging Market CBOs / Laurie Goodman 299
17. Market Value CBOs / Laurie Goodman 309
Residential Real Estate Backed ABS 321
18. Mortgage Credit Analysis / Joel W. Brown, William M. Wadden IV 323
19. Securities Backed by Closed-End Home Equity Loans / R. Russell Hurst 337
20. Home Equity Line of Credit (HELOC) Securitizations / W. Alexander Roever, John N. McElravey, Glenn M. Schultz 353
21. Securities Backed by Manufactured Housing Loans / James S. Anderson, Kristina L. Clark 365
22. Securities Backed by Tax Liens / Christ Flanagan, Ralph DiSerio, Ryan Asato 381
Commercial Mortgage-Backed Securities 391
23. Commercial Mortgage-Backed Securities / Anthony B. Sanders 393
24. Structure, Valuation, and Performance of CMBS / Rich Gordon, Lang Gibson 407
25. Floating-Rate Commercial Mortgage-Backed Securities / Patrick Corcoran, Joshua Phillips 425
Analysis ABS 441
26. Performance, Risk, Structure, and Valuation of Credit-Sensitive ABS / Lang Gibson 443
27. Identifying Relative Value in the ABS Market / Lisa N. Wilhelm, W. Alexander Roever 457
28. Analysis of ABS / Frank J. Fabozzi, Shrikant Ramamurthy, Laurent Gauthier 477
29. A Framework for Evaluating Cleanup Calls in Amortizing ABS / Arthur Chu 497
Accounting 507
30. Accounting for Investments in MBS and ABS / Sunil Gangwani, Allen S. Thomas, James Mountain 509
Index 527
Alternate Titles: Investing in asset backed securities
Additional Authors: Fabozzi, Frank J
Notes: ISBN: 1883249805
Includes bibliographical references and index
OCLC Number: 46890583
ISBN/ISSN: 1883249805