Asset–Backed Securities

Contributing Authors.
<br />
<br /> Acknowledgements.
<br />
<br /> Index of Advertisers.
<br />
<br /> PART I: GENERAL.
<br />
<br /> 1. The Expanding Frontiers of Asset Securitization (A. Bhattacharya and F. Fabozzi).
<br />
<br /> 2. Securitization in Europe (P. Taylor).
<br />
<br /> PART II: PRODUCT AREAS.
<br />
<br /> 3. Credit–Card Receivables (R. Karr, et al.).
<br />
<br /> 4. Auto Loan–Backed Securities (T. Zimmerman and L. Burrell).
<br />
<br /> 5. Manufactured Housing Securities (T. Zimmerman and I. Koren).
<br />
<br /> 6. Analysis of Manufactured Housing–Backed Securities (J. Dunlevy and A. Shook).
<br />
<br /> 7. Introduction to the B&amp;C Home–Equity Loan Market (M. Dear and L. Blum).
<br />
<br /> 8. Evolution of the B&amp;C Home–Equity Loan Securities Market (H. McCall, III and L. Blum).
<br />
<br /> 9. Equipment Lease–Backed Securities (J. Lucas and T. Zimmerman).
<br />
<br /> 10. SBA Loan–Backed Securities (D. Faulk).
<br />
<br /> 11. The Securitization of Health–Care Receivables (V. Pica and A. Bhattacharya).
<br />
<br /> 12. The Commercial Property Market and Underwriting Criteria for Commercial Mortgages (J. Adams).
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<br /> 13. CMBS Structures and Relative Value Analysis (J. Adams).
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<br /> 14. Investing in Interest–Only Commercial Mortgage–Backed Securities (J. Adams, et al.).
<br />
<br /> PART III: STRUCTURING CONSIDERATIONS.
<br />
<br /> 15. Structuring Efficient Asset–Backed Transactions (L. Blum and C. DiAngelo).
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<br /> 16. A Rating Agency Perspective on Asset–Backed Securitization (S. Michaud).
<br />
<br /> 17. Credit Enhancement in ABS Structures (L. Hsu and C. Mohebbi).
<br />
<br /> 18. Early Amortization Triggers (A. Bhattacharya).
<br />
<br /> 19. Home–Equity Loan Floaters (L. Tsai and C. Mohebbi).
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<br /> 20. Dynamics of Cleanup Calls in ABS (T. Zimmerman).
<br />
<br /> 21. ABS B–Pieces (T. Zimmerman).
<br />
<br /> PART IV: RELATIVE VALUE CONSIDERATIONS.
<br />
<br /> 22. Prepayment Nomenclature in the ABS Market (A. Bhattacharya).
<br />
<br /> 23. Evaluation of ABS Prepayments (A. Bhattacharya).
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<br /> 24. Z–Spreads (A. Bhattacharya and C. Sze).
<br />
<br /> PART V: ACCOUNTING CONSIDERATIONS.
<br />
<br /> 25. Introduction to ABS Accounting (L. Blum and E. Mitnick).
<br />
<br /> Index.