Lien ebook : https://onlinelibrary-wiley-com.ezproxy.univ-catholille.fr/d...

eISBN : 9781119200192

Sommaire : Foreword
Preface

PART ONE Introduction to Securitization

CHAPTER 1 Introduction to Securitization and Asset-Backed Securities
The Concept of Securitization
The Process of Securitization
Securitizing Mortgages
ABS Structures: A Primer on Performance Metrics and Test Measures
Securitization: Features of the 2007–2008 Financial Crisis
Summary and Conclusions
References

CHAPTER 2 The Securitization Market Post-2007
Market Observation
Impact on Rating Agencies
Summary and Conclusions

PART TWO Guide to Closing a Securitization Transaction

CHAPTER 3 Structuring and Execution of a Transaction
A Securitization Process
Summary and Conclusions

CHAPTER 4 The Rating Agency Process and Legal Review
Select Rating Agencies
Undertaking Legal Due Diligence
Begin Drafting Documents
Set Up the SPV
Modeling the Transaction
Determine Capital Structure/Trigger Levels
Prepare Marketing Materials
Pricing, Close, and Settlement
Summary and Conclusions

CHAPTER 5 Static Synthetic CDO Cash Flow Waterfall Model
Summary and Conclusions

PART THREE Transaction Closing Templates and Checklists

CHAPTER 6 Transaction Templates and Checklists
Red Sea Master Series Limited Structure Diagram
Underlying Asset Pool
Draft Term Sheet
Closing Process
Structuring Notes
Rating Agency Preparation and Questionnaire
Loan-Level Data: Rating Agency Checklist
Agenda for Rating Agency Site Visit
Legal Counsel Review
Form of Transfer Certificate
Investor and Rating Agency Presentation Template
In-House Credit Rating Mapping Chart: Lower and Upper Values
Rating Agency Presentation: Corporate Bank Origination Processes
Loan Transfer Schedule of Tasks
Loan Transfers, Accounting Movements
Sign-Off Document: Securitization Project
Securitization Testing: Finance Department
Accounting Process on Closing
EUR Junior Tranche Trade Ticket
Senior Tranche Trade Ticket
Internal Transfer Booking Process
Questions from Trustee, Paying Agent, and Services Provider
Summary and Conclusions
About the Authors
Index

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque