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Credit Derivatives [PDF]

open access: possibleBank 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  

Credit risk and credit derivatives

2021
Manolis G. Kavussanos   +1 more
openaire   +2 more sources

Credit derivatives

2005
Moorad Choudhry   +3 more
  +4 more sources

Pricing Credit Derivatives in Credit Classes Frameworks

2002
Many 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

Credit Derivatives

2015
Broll, Udo, Raab, Simone, Welzel, Peter
openaire   +3 more sources

Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?

Finance Research Letters, 2021
Silvio Contessi
exaly  

Credit derivatives

2006
Ren-Raw Chen, Jing-Zhi Huang
openaire   +1 more source

Credit Derivatives

2012
Pierre Bernhard   +6 more
  +5 more sources

Credit Derivatives

2004
Frank Hagenstein   +2 more
  +5 more sources

Credit Derivatives

2009
Trueck Stefan, Rachev Svetlozar T.
openaire   +2 more sources

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