Table of Contents :

1. Overview

SECTION I : BACKGROUND INFORMATION

2. Securitization in Europe : Overview and recent developments

3. Securitization of non-traditional asset types

4. Securitizing nontraditional U.S. assets for european markets

5. Technology issues in asset-backed securitization

6. Finance company transactional due diligence

7. The role of the trustees in asset-backed securitization

8. Identifiying relative value in the ABS market

9. The NAIC securities valuation office's analysis of asset-backed securities



SECTION II : NON-MORTGAGE RELATED ABS PRODUCTS

10. Auto loan asset-backed securities

11. Automobile leas ABS

12. Credit card asset-backed securities

13. Credit card "C-Pieces"

14. Equipment-financed ABS

15. Student loans ABS

16. Securitization of commercial and industrial loans

17. The basics of CBO investing

18. Collateralized loan and bond obligations : creating value through arbitrage

19. Utility stranded costs securitization

20. Catastrope-linked securities

21. ABS-Backed index amortizing notes



SECTION III : MORTGAGE-RELATED ABS PRODUCTS

22. Mortgage-backed securities

23. Home equity loan-backed securities

24. Prepayment modelling and valuation of home equity loan securities

25. Non-accelerating senior home equity loan ABS

26. Adjustable-rate home equity loan ABS

27. Manufactured housing securitization

28. Manufactured housing securitization and prepayments

29. Commercial mortgage-backed securities

30. Understanding prepayments in CMBS deals

31. An Option-Theoretic aproach to the valuation of multifamily mortgage loans and securities

32. Evaluating the risk of commercial mortgage-backed securities