Quantitative Assessment of Securitisation Deals by Francesca Campolongo
The book draws on current research on model risk and parameter sensitivity of securitisation ratings. It provides practical ideas and tools that can facilitate a more informed usage of securitisation ratings. We show how global sensitivity analysis techniques can be used to better analyse and to enhance the understanding of the uncertainties inherent in ratings due to uncertainty in the input parameters. The text introduces a novel global rating approach that takes the uncertainty in the ratings into account when assigning ratings to securitisation products. The book also covers new prepayment and default models that overcome flaws in current models.-
Cryptocurrencies as an Asset Class
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Financial Models in Production
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Private Placement of Public Equity in China
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Liquidity Risk Management in Banks
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Asset Sales
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Financial Crime in Romania
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AI Technology in Wealth Management
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Tokenization in Real Estate
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The Risk Management of Contingent Convertible (CoCo) Bonds
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Risk-Based Approaches to Asset Allocation
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Bank CEOs
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Determinants of Bank Involvement with SMEs
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On Values in Finance and Ethics
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Sustainability Valuation of Business
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Private Banking and Wealth Management Futures 2030
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Corporate Financial Distress
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Real Options Illustrated
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Finance for Academics
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Pricing and Liquidity of Complex and Structured Derivatives
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Restructuring and Innovation in Banking
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Inside Company Valuation
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Quantile Regression for Cross-Sectional and Time Series Data
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The Ownership of the Firm, Corporate Finance, and Derivatives
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Chronic Regulatory Focus and Financial Decision-Making
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Asset Price Response to New Information
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Securities Lending and Repos
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Financial Risk Management for Cryptocurrencies
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Green Investing
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Corporate Financial Resilience
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Supply Chain Finance and Blockchain Technology
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Multifractal Financial Markets
| SKU | Unavailable |
| ISBN 13 | 9783642297205 |
| ISBN 10 | 364229720X |
| Title | Quantitative Assessment of Securitisation Deals |
| Author | Francesca Campolongo |
| Series | Springerbriefs In Finance |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer |
| Year published | 2012-09-06 |
| Number of pages | 112 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |