Quantitative Assessment of Securitisation Deals
| Author/creator | Campolongo, Francesca Author |
| Other author | Jönsson,Henrik Author |
| Other author | Schoutens,Wim Author |
| Format | Electronic |
| Publication Info | New York : Springer |
| Description | xxi, 112 p. ill 23.500 x 015.500 cm. |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2013 English International |
| Supplemental Content | Full text available from Springer Books |
| Subjects |
| Series | SpringerBriefs in Finance Ser. |
| Summary | Annotation 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. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9783642297205 |
| ISBN | 364229720X (Trade Paper) Active Record |
| Standard identifier# | 9783642297205 |
| Stock number | 364229720X 00024965 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |