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Credit Card References


 Akers Overview of Recent Developments in the Credit Card Industry, 2005, here.

Furletti,  An Overview of Credit Card Asset-Backed Securities, Dec. 2002, here .

Hayre, Anatomy of Prepayments: The Salomon Brothers Prepayment Model, here.  Hayre is the guy at Yield book for modeling prepayments. The narrative line will be something like Jarrow’s Black Scholes Nobel paper, Rebonato  or Tuckman for Fixed income LMM, Hayre for Prepayments. I don’t know if there is a guy for ABS or Cards, Jarrow and Van Deventer seem to be have the definitive 1998 paper for Deposits Pricing.  Then it looks like read the FED BASEL3, OCC, and FDIC.


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