Bank Loans - Secondary Market and Portfolio Management

The bank loan market has increased dramatically in recent years and is now viewed by some as a distinct asset class. This comprehensive book covers the structure of the market, secondary market in trading practices, and how to manage a bank loan portfolio.

List of contents

Contributing Authors.

1. The Development of the Leveraged Loan Asset Class (S. Miller).

2. The Leveraged Bank Loan Market (S. Oldham).

3. Evolving Role of Credit Ratings for Bank Loans (S. Bavaria).

4. Bank Loan Ratings (J. Rocher, et al.).

5. The Impact of Subordination on Loan Loss (D. Keisman and S. Miller).

6. Market Standards for Loan Trading in the Secondary Market (A. Taylor).

7. Latin American Loan Syndications in the 1990s (M. Coffey).

8. Securitization of Commercial and Industrial Loans (A. Thompson).

9. Collateralized Loan Obligations: Markets and Analysis (R. Thompson and E. Yun).

10. Corporate Loan Portfolio Management (E. Asarnow and M. McAdams).

11. Credit Derivatives in Bank Loan Management (M. Anson).

Index.

About the author

Frank J. Fabozzi is editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Frank is a Chartered Financial Analyst and Certified Public Accountant. He is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate of economics from the City University of New York in 1972 and in 1994 received an honorary doctorate of Human Letters from Nova Southeastern University. Frank is a Fellow of the International Center for Finance at Yale University.

Product details

• Authors: Fabozzi
• Assisted by: Frank J (School of Management Yale University) Fabozzi (Editor), Frank J. Fabozzi (Editor), Fabozzi Frank J. (Editor)
• Publisher: Wiley
• Languages: English
• Product format: Hardback
• Released: 31.07.1998
• EAN: 9781883249441
• ISBN: 978-1-883249-44-1
• No. of pages: 224
• Dimensions: 162 mm x 239 mm x 17 mm
• Weight: 435 g
• Series: Frank J. Fabozzi; Frank J. Fabozzi Series
• Subjects: Social sciences, law, business > Business > Business administration; BUSINESS & ECONOMICS / Accounting / General, BUSINESS & ECONOMICS / Finance / General, Finance & accounting, Finance and accounting