{"product_id":"9781119532279","title":"Securitisation Swaps A Practitioner's Handbook","description":"\u003ch3\u003eWiley Finance\u003c\/h3\u003e\u003ch1\u003eSecuritisation Swaps\u003c\/h1\u003e\u003ch2\u003eA Practitioner's Handbook\u003c\/h2\u003e\u003ch3\u003eMark Aarons | Vlad Ender | Andrew Wilkinson\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Finance \/ Financial Risk Management\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003e\u003cb\u003eDevelop the skillset essential to successful securitisation swaps management\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eSecuritisation Swaps \u003c\/i\u003eis a complete practitioner’s guide to this unique and complex class of derivatives. This detailed examination follows the entire life cycle of securitisation swaps to give quants, structurers, traders, originators, issuers and lawyers a common reference for understanding their shared objective. Broad in scope to provide a common-ground perspective — yet detailed enough to promote full understanding — the discussion takes a distinctly cross-disciplinary approach that encompasses the multi-faceted knowledge base required to successfully execute these complex trades.\u003c\/p\u003e \u003cp\u003eDespite the fact that the size of the market is trillions of dollars in notional principal, securitisation swaps have thus far been neglected in both academic and practitioner literature. The numerous stakeholders that work together on these complex deals will all greatly benefit from a thorough understanding of their underlying risks and gain deep insight into the perspectives of each stakeholder. This invaluable guide provides multi-disciplinary insight that allows practitioners to:\u003c\/p\u003e \u003cul\u003e \u003cli\u003eManage securitisation swaps more effectively, from pre-trade structuring and modelling to post-trade risk management and accounting\u003c\/li\u003e \u003cli\u003eUnderstand the elements of securitisation and covered bonds, and how swaps mitigate risk in these types of transactions\u003c\/li\u003e \u003cli\u003eExplore how securitisation swaps differ from other derivatives and delve into their three specific risk factors — swap prepayment risk, swap extension risk and downgrade risk\u003c\/li\u003e \u003cli\u003eLearn practical methods and strategies of risk management, accounting, pricing and transaction execution\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eWhen securitisation trades go wrong, they become front-page news — but when each participant understands accurate modelling, risk mitigation, optimal structuring, costs, pricing, commercial backgrounds and other integral practices, they are able to work together to achieve a shared objective. \u003ci\u003eSecuritisation Swaps\u003c\/i\u003e provides the essential knowledge that streamlines and safeguards these important trades.\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e  \u003cp\u003e\u003cb\u003eMARK AARONS\u003c\/b\u003e is Head of Investment Risk at a leading Australian funds manager and an Adjunct Associate Professor in the Centre for Quantitative Finance and Investment Strategies at Monash University. Previously he was Head of FICC Structuring at the National Australia Bank, where he built a leading securitisation swap business in both Australia and the UK. \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003eVLAD ENDER\u003c\/b\u003e is a director at Kauri Solutions, a financial markets consulting practice. Prior to founding Kauri Solutions, he spent eight years at National Australia Bank's London office. He also served as an Executive Director in the FICC Structuring team. \u003c\/p\u003e\n\u003cp\u003e\u003cb\u003eANDREW WILKINSON\u003c\/b\u003e is a senior legal counsel in Australia who specialises in bespoke derivatives and securitisation. Previously, Andrew spent a decade in London working through the financial crisis and beyond for leading law firms Linklaters LLP and Weil, Gotshal \u0026amp; Manges. \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e15 April 2019\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781119532279\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e232\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e16.8\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44378862092428,"sku":"9781119532279","price":76.5,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781119532279_e1afb637-3bea-4491-88fe-38a00a70487c.jpg?v=1780182506","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781119532279","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}