Interest Rate Swaps, Credit, and Other Derivatives

Obiyathulla Bacha and Pattarake Sarajoti

Chapter 12 in Financial Derivatives:Markets and Applications, 2023, pp 433-470 from World Scientific Publishing Co. Pte. Ltd.

Abstract: This chapter is designed to provide an overview of swaps, credit derivatives, forward rate agreements, nondeliverable forwards, and other derivatives. Following a description, the mechanics and application of these contracts are examined. The use of credit derivatives in managing credit risk is outlined with an emphasis on the structure of the contracts. On completing the chapter, readers should have a good understanding of the basic design and application of these derivatives in managing different risks.

Keywords: Derivatives; Financial Derivatives; Derivative Markets; Forwards; Futures; Options; Shariah Compliant Derivatives; Islamic Derivatives (search for similar items in EconPapers)
JEL-codes: G1 G10 G11 (search for similar items in EconPapers)
Date: 2023
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