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Thursday, July 30, 2020 | History

6 edition of Synthetic and structured assets found in the catalog.

Synthetic and structured assets

Erik Banks

Synthetic and structured assets

a practical guide to investment and risk

by Erik Banks

  • 318 Want to read
  • 28 Currently reading

Published by John Wiley & Sons in Chichester, England, Hoboken, NJ .
Written in English

    Subjects:
  • Securities.,
  • Structured notes (Securities),
  • Derivative securities.

  • Edition Notes

    Includes bibliographical references (p. [261]) and index.

    StatementErik Banks.
    SeriesWiley finance, Wiley finance series
    Classifications
    LC ClassificationsHG4521 .B3463 2006
    The Physical Object
    Paginationvii, 266 p. :
    Number of Pages266
    ID Numbers
    Open LibraryOL22730995M
    ISBN 100470017139
    ISBN 109780470017135

    stable value investment options may be offered by investment managers, trust companies or insurance companies in various structures, such as individually managed accounts, commingled funds or insurance company general and separate accounts (also known as guaranteed insurance accounts). sometimes a stable value investment option will be managed by a plan sponsor. while stable value investment. be used to reduce the exposure of an investor in a structured equity product and limit the access of third-party creditors of the issuer to the assets underlying the structured product. 2. The wrapper The legal structure within which a structured product is sold to the investor is typically referred to as a Size: KB.

    I n June , the Basel Committee on Banking Supervision warned that capital relief transactions "can be complex, artificial and opaque" and reduce capital requirements. 1 In this article, we analyse the structure of synthetic 'balance sheet' securitisations, which have, inter alia, the objective of reducing capital requirements, and we critically discuss their impact on systemically.   (iii) Critics of structured finance have long argued that many of these “innovations” are profitable precisely, because they are carefully designed to exploit misinformation and hubris in financial markets. Satyajit Das takes this view in his book, Traders, Guns and Money and gives a multitude of examples. Two classic cases: in Proctor.

    Replication Synthetic Asset Transaction for US Insurers – An Underutilized Tool Montshire Advisors Office: Transactions which are not structured according to these nine safe harbor transactions can be submitted to the NAIC SVO for approval. In order for the transaction to receive approval theFile Size: KB. If you Google the term synthetic annuity, you won’t find much. There is a reference to an obscure tax issue, as well as an article about design projects by several investment firms and insurers who believe the next Holy Grail is an annuity-like product for (k) plans that allows participants to convert highly volatile assets into defined benefit type payments.


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Synthetic and structured assets by Erik Banks Download PDF EPUB FB2

Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded funds, credit derivative-based collateralized debt obligations, total return swaps, contingent convertibles, and insurance-linked.

Synthetic and Structured Assets is a new book that focuses on customized financial instruments created specifically to meet the risk and investment needs of market participants. The text explores the mechanics and applications of synthetic and structured assets – or assets that are created, decomposed or restructured in order to alter Cited by: 1.

Synthetic and Structured Assets: A Practical Guide to Investment and Risk (The Wiley Finance Series Book ) - Kindle edition by Banks, Erik. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Synthetic and Structured Assets: A Practical Guide to Investment and Risk (The Wiley Finance Series Book ).Cited by: 1.

Synthetic is the term given to financial instruments that are created artificially by simulating other instruments with different cash flow patterns. Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded funds, credit derivative-based collateralized debt obligations, total return swaps, contingent convertibles, and insurance-linked securities.

Product Information. Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded funds, credit derivative-based collateralized debt obligations, total return swaps, contingent convertibles, and insurance.

Structured products are pre-packaged investments that normally include assets linked to interest plus one or more derivatives. These products may take traditional securities such as Author: Katrina Lamb.

The creation of synthetic and structured assets depends critically on the existence of various financial and legal tools. In fact, the financial instruments and contracts exist because a set of building blocks is available to structure and reshape cash flows and risk profiles.

Buy Synthetic and Structured Assets: A Practical Guide to Investment and Risk (The Wiley Finance Series) by Erik Banks (ISBN: ) from Amazon's Book Store.

Everyday low prices and free delivery on eligible orders. Synthetic and structured assets: a practical guide to investment and risk.

[Erik Banks] Book, Internet Resource: All Authors / Contributors: Erik Banks. \u00A0\u00A0\u00A0\n schema:description\/a> \" Introduction to Synthetic and Structured Assets -- Financial Building Blocks -- Callable, Puttable, and Stripped Securities -- Mortgage.

The book untitled Synthetic and Structured Assets (The Wiley Finance Series) contain a lot of information on the idea. The writer explains your ex idea with easy approach. The language is very clear to see all the people, so do certainly not worry, you can easy to read the idea.

The book was written by famous author. CHAPTER 12 Balance-Sheet CLOs and CDOs Consumer loan securitizations are balance-sheet CDOs. As we saw earlier, the technology for these deals originated in the United States in the s.

New - Selection from Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization, Second Edition [Book]. CHAPTER 1 Securitization Terminology Structured finance is a generic term referring to financings more complicated than traditional loans, generic bonds, and common equity.

Relatively simple transactions that lower corporations’ funding - Selection from Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization, Second Edition [Book].

An agreement by the issuer to buy assets at book value if a sale is needed to make benefit payments. structure of pension plan: pro-rata or tiered structures dictate the order of accessing various plan assets, including synthetic GIC assets, for benefit payments.

Although buy-and-hold contracts are structured to permit participant. Erik Banks – Synthetic & Structured Assets. Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded funds, credit derivative-based collateralized debt obligations, total return swaps, contingent.

This book is sold with the understanding that neither the author nor the publisher is Profiting with synthetic annuities: option strategies to increase yield and control portfolio risk / Synthetic annuities are structured securities that use options andFile Size: KB.

Synthetic Leases A synthetic lease is a financing arrangement that is treated as a lease for financial accounting purposes and a loan for Federal income tax purposes. If the synthetic lease is properly structured, the lessee/borrower is treated as a lessee under the applicable accounting rules, and neither the debt nor the asset is reflected on.

Erik Banks – Synthetic & Structured Assets accounting features of synthetic and structured assets in the world’s major markets. was successfully added to your cart. Organized along product lines, the book will analyze many of the original classes of structured assets.

Synthetic GICs were first introduced in the late s by banks and investment managers anxious to capture a share of the rapidly growing stable value market.

By replicating the traditional GIC’s book value payment feature for participants, synthetic GICs were granted similar book value accounting treatment by many accounting firms. Because of the nature of synthetic GICs -- the plan retains legal title to the assets, which are managed by a professional money manager to help mitigate the risks -- financial executives tend to view the book-value wrapper portion of a synthetic GIC as a commodity.

They think all wraps do the same thing for about the same price. thetic structured solutions for their funding, regulatory cap-ital and accounting treatment requirements. We saw earlier how TRS could be used to obtain off-balance sheet funding of assets at close to Libor, as well as how synthetic conduit structures can be used to access the asset-backed commer-cial market at Libor or close to Libor.

3File Size: KB.The Importance of Structured Liquidity in Stable Value Portfolios previous white papers, the ratio between the market value of the underlying assets and book value of a synthetic wrap contract (MV/BV) is an integral metric for stable value portfolios.

In a rising .Structured finance solutions. March 02 Brochure / report title goes here Section title goes here 1. Preface 4 Synthetic securitization 14 Credit enhancement 16 individual assets and violating investment policies or restrictions.