The Handbook of Corporate Debt Instrument provides a practical overview of the wide range of corporate debt products available for enhancing returns over government securities. Contributions from dozens of highly respected analysts and portfolio managers give financial professionals and individual investors alike an incredible opportunity to learn about and use corporate debt products to their fullest.
Table of Contents
Overview
Section I: Products
Corporate Bonds (R. Wilson and F. Fabozzi)
Medium-Term Notes and Structured Notes (L. Crabbe)
Deferrable Bonds (L. Crabbe)
High Yield as an Asset Class (S. DeRosa-Farag)
The Development of the Leveraged Loan Asset Class (S. Miller)
Changes in the Leveraged Finance Business 1980-1997 (S. DeRosa-Farag)
Credit Card Asset-Backed Securities (C. Schorin)
Home Equity Loan-Backed Securities (C. Schorin)
Auto Loan Asset-Backed Securities (W. Roever, et al.)
Collateralized Bond Obligations/Collateralized Loan Obligations (M. Fridson)
Section II: Credit Risk
Defaults and Returns on High Yield Bonds (E. Altman and V. Kishore)
Credit Analysis for Corporate Bonds (J. Howe)
Challenges in the Credit Analysis of Emerging Market Corporate Bonds (C. Taylor)
A Rating Agency Perspective on Asset-Backed Securitization (S. Michaud)
Investing in Chapter 11 and Other Distressed Companies (J. Howe)
Section III: Valuation
Identifying Relative Value in the ABS Market (L. Wilhelm and W. Roever)
Convertible Bonds: Features, Valuation, and Investment Characteristics (F. Fabozzi)
Section IV: Portfolio Management and Strategies
Measuring Interest Rate Risk for Corporate Bonds (F. Fabozzi)
Global Corporate Bond Portfolio Management (J. Malvey)
Management of a High-Yield Bond Portfolio (J. Madden and J. Balestrino)
Corporate Loan Portfolio Management (E. Asarnow and M. McAdams)
Hedging Corporate Securities with Treasury and Derivative Instruments (S. Ramamurthy)
Credit Derivatives (M. Anson)
Corporate Spread Curve Strategies (L. Crabbe)
Relative Value Concepts Within the Eurobond Market (P. Carril)
Using Busted Convertibles to Enhance Performance (W. Leach)