Results 291 to 300 of about 223,224 (319)
, 2010 The objective of this paper is to introduce credit derivatives and their uses in financial markets by institutional investors and corporate financial managers. First, the purpose of credit derivatives and their relationship to different types of credit risk will be explained.
Moorad Choudhry +4 more
+4 more sources
Some of the next articles are maybe not open access.
Related searches:
Related searches:
Credit, Credit Derivatives, and Credit Default
2011After some empirics we want to build up some theory. This will be done in this and the next chapter. As shown in ch. 19, one of the accelerating and magnifying forces in the recent financially driven boom-bust cycle seems to have come from credit and credit derivatives. Before going into the securitization of debt instruments, which played an important
openaire +1 more source
2013
AbstractThe following sections are included:IntroductionThe CDS MarketThe single-name CDSCDS as a measure of credit riskMarket featuresFactors determining the credit spreadBond yield and CDS spreadPricing a CDSMultiname credit derivatives: basket products and CDS indicesCollateralized Debt ObligationCase StudiesForward-looking measures of default ...
openaire +2 more sources
AbstractThe following sections are included:IntroductionThe CDS MarketThe single-name CDSCDS as a measure of credit riskMarket featuresFactors determining the credit spreadBond yield and CDS spreadPricing a CDSMultiname credit derivatives: basket products and CDS indicesCollateralized Debt ObligationCase StudiesForward-looking measures of default ...
openaire +2 more sources
Bank of Canada Review, 2000 Credit derivatives are a useful tool for lenders who want to reduce their exposure to a particular borrower but are unwilling to sell their claims on that borrower. Without actually transferring ownership of the underlying assets, these contracts transfer risk from one counterparty to another. Commercial banks are the major participants in this growing
John Kiff, Ron Morrow
openaire
Pricing Credit Derivatives in Credit Classes Frameworks
2002Many credit management systems, based on different underlying frameworks, are now available to measure and control default and credit risks1. Homogeneous credit classes and associated transition matrix may thus be constructed within many different frameworks.
Moraux, Franck, Navatte, Patrick
openaire +2 more sources