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
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;
Conference_Titel :
Business Intelligence and Financial Engineering, 2009. BIFE '09. International Conference on
Conference_Location :
Beijing
Print_ISBN :
978-0-7695-3705-4
DOI :
10.1109/BIFE.2009.160
