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Essays on Credit Risk and Credit Derivatives

, 2008
openaire   +1 more source

Pricing Credit Derivatives and Credit Securitization

, 2014
openaire   +1 more source

Credit Derivatives [PDF]

, 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, Didier Joannas, Gino Landuyt, Richard Pereira, Rod Pienaar   +4 more
exaly   +4 more sources

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Credit Derivatives

2008
Edward I Altman
exaly   +3 more sources

Credit Derivatives

2016
Antulio N Bomfim
exaly   +3 more sources

Credit risk and credit derivatives in banking [PDF]

, 2002
Wir verwenden den industrieökonomischen Ansatz der Theorie der Bank und untersuchen eine Bank mit Marktmacht im Einlagen- und Kreditmarkt bei Kreditrisiko. Ziel der Untersuchung sind Aussagen darüber, wie das Kreditrisiko optimales Verhalten im Einlagen- und Kreditmarkt beeinflusst, wenn Kreditderivate verfügbar sind.
Udo Broll, Thilo Pausch, Peter Welzel
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Credit, Credit Derivatives, and Credit Default

2011
After 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
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Credit Derivatives Market

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 ...
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Credit risk and credit derivatives

Πιστωτικός Κίνδυνος & Μηχανική Μάθηση Ο πιστωτικός κίνδυνος αναφέρεται στην πιθανότητα ο δανειολήπτης να μην μπορεί να αποπληρώσει τα δάνειά του, κάτι που προκαλεί οικονομικές απώλειες για τον δανειστή. Ο κίνδυνος αυτός είναι εγγενής σε διάφορα χρηματοοικονομικά προϊόντα, όπως τα δάνεια και τα ομόλογα.
openaire   +2 more sources