The Credit Risk Of Complex Derivatives
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The Credit Risk of Complex Derivatives
Author | : Erik Banks |
Publsiher | : Springer |
Total Pages | : 397 |
Release | : 1997-05-14 |
Genre | : Business & Economics |
ISBN | : 9781349144846 |
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This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.
The Credit Risk of Complex Derivatives
Author | : E. Banks |
Publsiher | : Springer |
Total Pages | : 556 |
Release | : 2016-01-12 |
Genre | : Business & Economics |
ISBN | : 9781403946096 |
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Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: * Derivative losses * Risk governance and risk management efforts * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.
Credit Risk
Author | : Niklas Wagner |
Publsiher | : CRC Press |
Total Pages | : 600 |
Release | : 2008-05-28 |
Genre | : Business & Economics |
ISBN | : 9781584889953 |
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Featuring contributions from leading international academics and practitioners, Credit Risk: Models, Derivatives, and Management illustrates how a risk management system can be implemented through an understanding of portfolio credit risks, a set of suitable models, and the derivation of reliable empirical results. Divided into six sectio
Credit Derivatives
Author | : George Chacko,Hideto Motohashi,Anders Sjoman,Vincent Dessain |
Publsiher | : Pearson Education |
Total Pages | : 353 |
Release | : 2006-06-02 |
Genre | : Business & Economics |
ISBN | : 9780132715928 |
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The credit risk market is the fastest growing financial market in the world, attracting everyone from hedge funds to banks and insurance companies. Increasingly, professionals in corporate finance need to understand the workings of the credit risk market in order to successfully manage risk in their own organizations; in addition, some wish to move into the field on a full-time basis. Most books in the field, however, are either too academic for working professionals, or written for those who already possess extensive experience in the area. Credit Derivatives fills the gap, explaining the credit risk market clearly and simply, in language any working financial professional can understand. Harvard Business School faculty member George C. Chacko and his colleagues begin by explaining the underlying principles surrounding credit risk. Next, they systematically present today's leading methods and instruments for managing it. The authors introduce total return swaps, credit spread options, credit linked notes, and other instruments, demonstrating how each of them can be used to isolate risk and sell it to someone willing to accept it.
Complex Derivatives
Author | : Erik Banks |
Publsiher | : Irwin Professional Publishing |
Total Pages | : 248 |
Release | : 1994 |
Genre | : Business & Economics |
ISBN | : UIUC:30112096365538 |
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Provides the tools to measure the risks and benefits of this new generation of high-tech products.
Credit Derivatives Revised Edition
Author | : George Chacko,Anders Sjoman,Hideto Motohashi,Vincent Dessain |
Publsiher | : FT Press |
Total Pages | : 377 |
Release | : 2015-12-18 |
Genre | : Business & Economics |
ISBN | : 9780133249194 |
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Every company faces credit risk. Credit derivatives are among the most powerful tools available for managing it. Once restricted to the financial industry, they are now widely used by businesses of all kinds—and all financial professionals need to understand them. Credit Derivatives, Revised Edition, explains these tools simply, clearly, and rigorously: what they do, how they work, and how to use them in today’s applications. The authors first show how credit risk can be measured and valued. They explain key ideas, such as recovery rates and credit spreads, and show how derivatives transfer credit risk to external investors. Next, they systematically demonstrate how credit risk models can describe and predict credit risk events. They cover structural models, including Merton and Black and Cox; empirical models, such as the Z-score model; and reduced-form models, such as Jarrow-Turnbull. The authors also present detailed explanations of two widely used instruments: credit default swaps (CDSs) and collateralized debt obligations (CDOs). Finally, building on what you’ve learned, the authors offer a brand-new primer on today’s applications for financial instruments with embedded credit risk. FINANCIAL STATEMENT ANALYSIS Perform preliminary financial analysis on any potential project UNDERSTAND, MEASURE, AND ASSESS CREDIT RISK Master core concepts, from credit spreads to default probabilities MASTER POWERFUL CREDIT RISK MODELING APPROACHES Learn structural, empirical, and reduced-form credit risk modeling GAIN DEEP INSIGHT INTO TODAY’S INSTRUMENTS AND APPLICATIONS Understand CDSs, CDOs, and how credit-sensitive products are now used FOR EVERY FINANCIAL PRACTITIONER: BUY-SIDE AND SELL-SIDE For CFOs, treasurers, and other practitioners—everywhere from pension funds to commercial corporations
Structured Products and Related Credit Derivatives
Author | : Brian P. Lancaster,Glenn M. Schultz,Frank J. Fabozzi |
Publsiher | : John Wiley & Sons |
Total Pages | : 545 |
Release | : 2008-06-20 |
Genre | : Business & Economics |
ISBN | : 9780470369234 |
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Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this reliable resource will help you identify the opportunities and mitigate the risks in this complex financial market.
Introduction to Derivative Financial Instruments Chapter 11 Credit Risk and Market Risk with Options
Author | : Dimitris Chorafas |
Publsiher | : McGraw Hill Professional |
Total Pages | : 29 |
Release | : 2008-03-13 |
Genre | : Business & Economics |
ISBN | : 9780071731270 |
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This chapter comes from Derivative Financial Instruments, written by a renowned corporate financial advisor. This timely guide offers a comprehensive treatment of derivative financial instruments, fully covering bonds, interest swaps, options, futures, Forex, and more. The author explains the strategic use of derivatives, their place in portfolio management, hedging, and the importance of managing risk.