The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation - Hardcover

Raynes, Sylvain; Rutledge, Ann

 
9780195152739: The Analysis of Structured Securities: Precise Risk Measurement and Capital Allocation

Synopsis

The first intellectually defensible framework for systematic assessment of the credit quality of structured securities.

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About the Author

Sylvain Raynes and Ann Rutledge are the Founding Principles of R & R Consulting, a structured finance consultancy dedicated to advising issuers, investors, intermediaries, non-profit corporations, and regulatory bodies in credit risk management and structured financial techniques using fine-grained analytical methods. In July 2001, their paper "Measures of Credit Losses: A Precise Method for Calculating Risk-adjusted Return on capital" was selected for presentation by the IAFE.

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9780198034834: Analysis of Structured Securities

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ISBN 10:  0198034830 ISBN 13:  9780198034834
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