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Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance) - Softcover

Buch 3 von 30: SpringerBriefs in Finance

Campolongo, Francesca; Jönsson, Henrik; Schoutens, Wim

 
9783642297205: Quantitative Assessment of Securitisation Deals (SpringerBriefs in Finance)
Softcover
ISBN 10: 364229720X ISBN 13: 9783642297205
Verlag: Springer, 2012

Inhaltsangabe

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.​

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Von der hinteren Coverseite

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.

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Verlag
Springer
Erscheinungsdatum
2012
Sprache
Englisch
ISBN 10 
364229720X
ISBN 13 
9783642297205
Einband
Taschenbuch
Anzahl der Seiten
136
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