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