A theoretical and empirical study of asset securitisation : risk modelling, security design and market pricing

Asset securitisation represents an alternative risk management and refinancing method, which allows issues to convert classifiable cash flows from a diversified portfolio of pre-existing assets and receivables (liquidity transformation and asset diversification process) of varying maturity and quali...

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Bibliographic Details
Main Author: Jobst, Andreas Alexander
Published: London School of Economics and Political Science (University of London) 2005
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.430741