Credit derivatives: just-in-time provisioning for loan losses

James Moser

Economic Perspectives, 1998, vol. 22, issue Q IV, 2-11

Abstract: Credit derivative contracts offer a new route for managing counterparty exposures. This article discusses two formats of these contracts. The contracts have potential for providing portfolio managers with a cost effective, just-in-time source of liquidity.

Keywords: Credit; Derivative securities; Contracts; Risk (search for similar items in EconPapers)
Date: 1998
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