Index
Absolute prepayment rate, 89
Accelerated distribution percentage, 110
Accounting. See Capital; Operating leases
considerations. See Project financing
equity method, 279
ACE Guaranty Re, 106
ACG Trust III
asset analysis, 351
collateral pool characteristics, 346–347
default events, 349
issuer overview, 346
lessee analysis, 351
rationale, 346
remarketing agent evaluation, 350
strengths/concerns, 347
surveillance, 352
transaction structure, 347–348
Actual/360 day convention, 48
Actual/360 day count, 30
Adams, Phil, 4
Adjustable-rate residential mort gage loans, backing, 100
Adjusted discount rate. See Discount rate
Adjusted present value technique, 225
Advance rate, 83
After-tax proceeds, estimation, 227
ALCO 1
CDO, 152
Limited, 151
structure/tranching, 153
Ambac Assurance Corporation, 106
American option, 37
American-type options, 42
Amortization schedule, 83
Amortizing structures, revolving structures (contrast), 82–83
Andacollo Gold Mine (market risk; operating risk), 274
Annual percentage rate (APR), 86
Anson, Mark J.P., 48
Application service providers (ASPs), 273
Arbitrage CDO, 120
creation, 125
structure. See Synthetic arbitrage CDO structure
Arbitrage motivated CDOs, 124–127
Argentina, methodology test, 312–313
Armstrong, Don, 224
Arturo Merino Benitez International Airport, 267
Asian financial ...
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