Trading of credit derivatives will soon pass the $100 billion mark! This 'real world' book goes beyond the fundamentals of credit derivatives to explore the practical realities of derivatives in a credit risk management strategy. Key regulatory and legal issues are covered, along with numerous case studies to clearly demonstrate application of the strategies discussed.
Reihe
Sprache
Verlagsort
Verlagsgruppe
McGraw-Hill Education - Europe
Zielgruppe
Für höhere Schule und Studium
Maße
Höhe: 231 mm
Breite: 158 mm
Dicke: 38 mm
Gewicht
ISBN-13
978-0-07-047237-2 (9780070472372)
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Schweitzer Klassifikation
Preface. Introduction. The Structures. Legal and Regulatory Aspects (by Claude Brown of Clifford Chance). Analysis of Credit Spreads. Revenue-Neutral Diversification. Examination of Term Sheets. Credit Derivatives and the Repo Markets. Collateralized Bond Obligations. Locating the CD Function within a Bank. Credit Risk Management in Asia. CreditMetrics. CreditRisk+. Credit Derivatives and Bank Loans. Creation and Analysis of Structured Credit Derivatives. The Valuation of Credit Derivatives. Analysis and Pricing. Glossary. Index.
