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Full Description
The European asset- and mortgage-backed securities markets have grown from A33bn in 1998 to over A260bn in 2005. There are no signs of it slowing down. An essential read for issuers, investors, arrangers and consultants involved in asset securitisation and derivative products.
Contents
Foreword Preface Part I: Trends in the Securitisation Market Chapter 1: The boom in asset securitisation Krishna Prasad, Lehman Brothers Chapter 2: The way forward: Future trends for securitisation and structured products Rick Watson, Lead Editor Chapter 3: The changing profile of risk: Impact of Basel II on ABS issuance and investment Marcus Herrmann, HSBC Part II: Exploring ABS Structures Chapter 4: Legal structure of cash and synthetic structures Patrick Clancy, Shearman and Sterling Chapter 5: Regulatory impact of synthetic securitisation Dieter Glueder, KfW banking group Chapter 6: Tax considerations for consumer and whole business securitisations Michael Wistow, Clifford Chance Chapter 7: The accounting consequences Peter Jeffrey, PwC Chapter 8: The rating process for structured finance Jeremy Carter, Fitch Ratings Part III: Distribution - Is it Cheap or Expensive? Chapter 9: Exploring the investor base: Who buys and sells European ABS and why? Rob Ford, Barclays Capital Chapter 10: Converging developments in ABCP conduits and SIV markets Doug Long, Principia Partners Chapter 11: Markets for first loss and mezzanine risk Terri Duhon, B&B Structured Finance Ltd Part IV: Product Sector Reviews Chapter 12: Residential mortgage-backed securities Joseph Smallman, GMAC-RFC Securities and Shadi Salman Chapter 13: Auto loans and lease ABS Ralf Hesdahl and Stuart Litwin, Mayer, Brown, Rowe and Maw LLP Chapter 14: Cashflow CDOs Kate Birchall, CIBC Chapter 15: Arbitrage synthetic CDOs Loic Fery, Calyon Chapter 16: Whole business securitisations Robert Velins, FGIC Chapter 17: Value in-force securitisation Murray Wood, Lehman Brothers Chapter 18: Monoline insurer financial guarantees: Expanding the investor horizon Paul Severs, FGIC Chapter 19: Islamic securitisations: Opportunities with Sukuk Abdulkader Thomas, SHAPE Financial Corp Chapter 20: Emerging market securitisation Noel Edison, Standard Chartered
