Credit Derivatives

Ren-Raw Chen () and Jingzhi Huang
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Ren-Raw Chen: Fordham University

Chapter 6 in Encyclopedia of Finance, 2022, pp 573-584 from Springer

Abstract: Abstract Credit derivatives are instruments used to measure, manage, and transfer credit risk. Recently, there has been an explosive growth in the use of these instruments in the financial markets. This chapter reviews the structure and use of some credit derivative instruments that are popular in practice.

Keywords: Asset swaps; Basket default swaps; Credit default swaps; Credit derivatives; Credit risk; Credit spread options; Credit spreads; Default risk; Default swaps; Total return swaps (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-91231-4_6

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DOI: 10.1007/978-3-030-91231-4_6

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