DocumentCode
3036794
Title
The Contribution Quantity of Credit Enhancement of Financial Instruments with Asset-Backed Securitization Structure
Author
Zhang, Dedong ; Zhang, Li ; Song, Yuantao
Author_Institution
Postdoctoral Programme, Bank of Beijing, Beijing, China
fYear
2009
fDate
24-26 July 2009
Firstpage
686
Lastpage
690
Abstract
In the designing of the instruments with asset-backed securitization structure, the cost and contribution of different credit enhancement methods are varied greatly which result the difficulties to find the proper combination of credit enhancement structure. Considering the contribution quantity of credit enhancement structure, the proper credit enhancement combination can be find using the method of programming where the restriction is credit enhancement cost.
Keywords
costing; finance; asset-backed securitization structure; credit enhancement cost; credit enhancement methods; credit enhancement structure; financial instruments; Asset management; Conference management; Costs; Design engineering; Financial management; Information management; Information technology; Instruments; Intelligent structures; Security; Asset-Backed Securitization Structure; Cost Contribution; Credit enhancement structure;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Intelligence and Financial Engineering, 2009. BIFE '09. International Conference on
Conference_Location
Beijing
Print_ISBN
978-0-7695-3705-4
Type
conf
DOI
10.1109/BIFE.2009.160
Filename
5208792
Link To Document