An Introduction to Credit Derivatives

Written By Moorad Choudhry
An Introduction to Credit Derivatives
  • Publsiher : Butterworth-Heinemann
  • Release : 31 December 2012
  • ISBN : 0080982980
  • Pages : 158 pages
  • Rating : /5 from reviews
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Download or read book entitled An Introduction to Credit Derivatives by author: Moorad Choudhry which was release on 31 December 2012 and published by Butterworth-Heinemann with total page 158 pages . This book available in PDF, EPUB and Kindle Format. The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since the financial crisis of 2008. Author Moorad Choudhry gives a practitioner's perspective on credit derivative instruments and the risks they involve in a succinct style without sacrificing technical details and scientific precision. Beginning with foundational discussions of credit risk, credit risk transfer and credit ratings, the book proceeds to examine credit default swaps and related pricing, asset swaps, credit-linked notes, and more. Ample references, appendices and a glossary add considerably to the lasting value of the book for students and professionals in finance. A post-crisis guide to a powerful bank risk management product, its history and its use Liberal use of Bloomberg screens and new worked examples increase hands-on practicality New online set of CDS pricing models and other worksheets multiply the book's uses

An Introduction to Credit Derivatives

An Introduction to Credit Derivatives
  • Author : Moorad Choudhry
  • Publisher : Butterworth-Heinemann
  • Release Date : 2012-12-31
  • Total pages : 158
  • ISBN : 0080982980
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Summary : The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since the financial crisis of 2008. Author Moorad Choudhry gives a practitioner's perspective on credit derivative instruments and the risks they involve in a succinct style without sacrificing technical ...

Credit Derivatives and Structured Credit

Credit Derivatives and Structured Credit
  • Author : Richard Bruyere,Regis Copinot,Loic Fery,Christophe Jaeck,Thomas Spitz
  • Publisher : John Wiley & Sons
  • Release Date : 2006-06-14
  • Total pages : 294
  • ISBN : 0080982980
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Summary : Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, ...

An Introduction to Credit Derivatives and Their Potential Use by Domestic Banks in Emerging Markets

An Introduction to Credit Derivatives and Their Potential Use by Domestic Banks in Emerging Markets
  • Author : Liliana Schumacher,George Washington University. School of Biusiness and Public Management
  • Publisher : Unknown
  • Release Date : 1997
  • Total pages : 28
  • ISBN : 0080982980
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Summary : Read online An Introduction to Credit Derivatives and Their Potential Use by Domestic Banks in Emerging Markets written by Liliana Schumacher,George Washington University. School of Biusiness and Public Management, published by which was released on 1997. Download full An Introduction to Credit Derivatives and Their Potential Use by Domestic Banks ...

An Introduction to Credit Risk Modeling

An Introduction to Credit Risk Modeling
  • Author : Christian Bluhm,Ludger Overbeck,Christoph Wagner
  • Publisher : CRC Press
  • Release Date : 2002-09-27
  • Total pages : 297
  • ISBN : 0080982980
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Summary : In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques. An Introduction to Credit Risk Modeling supplies both the bricks and the mortar ...

Credit Derivatives and Structured Credit Trading

Credit Derivatives and Structured Credit Trading
  • Author : Vinod Kothari
  • Publisher : John Wiley & Sons
  • Release Date : 2011-12-15
  • Total pages : 256
  • ISBN : 0080982980
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Summary : Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately US$5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it is being used these days by banks ...

Introduction to Securitization

Introduction to Securitization
  • Author : Frank J. Fabozzi,Vinod Kothari
  • Publisher : John Wiley & Sons
  • Release Date : 2008-06-06
  • Total pages : 384
  • ISBN : 0080982980
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Summary : Introduction to Securitization outlines the basics of securitization, addressing applications for this technology to mortgages, collateralized debt obligations, future flows, credit cards, and auto loans. The authors present a comprehensive overview of the topic based on the experience they have gathered through years of interaction with practitioners and graduate students ...

Credit Derivatives An Introduction

Credit Derivatives   An Introduction
  • Author : Krishnaphani K
  • Publisher : Unknown
  • Release Date : 2003-12-15
  • Total pages : 186
  • ISBN : 0080982980
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Summary : Credit derivative facilitates transfer of credit risk between market participants. This book introduces aspects of credit derivatives operational, procedural, market, risk management, documentation, valuation, accounting, taxation etc. Learn about long-te...

Applications of Credit Derivatives

Applications of Credit Derivatives
  • Author : Harald Seemann
  • Publisher : diplom.de
  • Release Date : 2008-01-24
  • Total pages : 98
  • ISBN : 0080982980
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Summary : Inhaltsangabe:Abstract: The purpose of this thesis is to give a general introduction to the credit derivatives market and its instruments. The analytical focus will be about the business fields where credit derivatives are applied. This work aims to analyze the usage of credit derivatives in economic life and describes ...

Credit Derivatives

Credit Derivatives
  • Author : Geoff Chaplin
  • Publisher : John Wiley & Sons
  • Release Date : 2010-04-26
  • Total pages : 408
  • ISBN : 0080982980
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Summary : The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough understanding of ...

Modelling Single name and Multi name Credit Derivatives

Modelling Single name and Multi name Credit Derivatives
  • Author : Dominic O'Kane
  • Publisher : John Wiley & Sons
  • Release Date : 2011-03-08
  • Total pages : 514
  • ISBN : 0080982980
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Summary : Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners. This book is up-to-date as it covers many of ...

Credit Derivatives and Credit Rating

Credit Derivatives and Credit Rating
  • Author : Mario Di Carlo
  • Publisher : LAP Lambert Academic Publishing
  • Release Date : 2013
  • Total pages : 180
  • ISBN : 0080982980
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Summary : The latest financial crisis highlighted several problems with credit derivatives and raised questions about the effectiveness of Credit Rating Agencies' (CRAs) assessment of risks in rating complex financial products such as Collateralized Debt Obligation (CDO). Credit derivatives provided a powerful new tool for managing credit risk that had the potential ...

Credit Default Swap Trading Strategies

Credit Default Swap Trading Strategies
  • Author : Wolfgang Schöpf
  • Publisher : diplom.de
  • Release Date : 2010-07-22
  • Total pages : 82
  • ISBN : 0080982980
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Summary : Inhaltsangabe:Introduction: Credit default swaps are by far the most often traded credit derivatives and the credit default swap markets have seen tremendous growth over the past two decades. Put simply, a credit default swap is a tradeable contract that provides insurance against the default of a certain debtor. Initially, ...

Introduction of Credit Derivatives to Chinese Banks Loan Management

Introduction of Credit Derivatives to Chinese Banks  Loan Management
  • Author : Yue Wang
  • Publisher : Unknown
  • Release Date : 2004
  • Total pages : 208
  • ISBN : 0080982980
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Summary : Read online Introduction of Credit Derivatives to Chinese Banks Loan Management written by Yue Wang, published by which was released on 2004. Download full Introduction of Credit Derivatives to Chinese Banks Loan Management Books now! Available in PDF, ePub and Kindle....

Introduction to Structured Finance

Introduction to Structured Finance
  • Author : Frank J. Fabozzi,Henry A. Davis,Moorad Choudhry
  • Publisher : John Wiley & Sons
  • Release Date : 2007-01-09
  • Total pages : 400
  • ISBN : 0080982980
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Summary : Created by the experienced author team of Frank Fabozzi, Henry Davis, and Moorad Choudhry, Introduction to Structured Finance examines the essential elements of this discipline. It is a convenient reference guide—which covers all the important transaction types in one place—and an excellent opportunity to enhance your understanding of ...

The Art of Credit Derivatives

The Art of Credit Derivatives
  • Author : Joao Garcia,Serge Goossens
  • Publisher : John Wiley & Sons
  • Release Date : 2010-02-16
  • Total pages : 250
  • ISBN : 0080982980
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Summary : Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has ...