CREDIT DERIVATIVES: UNDERSTANDING THEIR CHARACTERISTICS AND RISK POTENTIAL

P. M. Vasudev

Chapter 5 in The Risk of Investment Products:From Product Innovation to Risk Compliance, 2011, pp 101-125 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:INTRODUCTIONCOLLATERALIZED DEBT OBLIGATIONS: IMPROVING THE YIELD FROM DEBT SECURITIESCREDIT DEFAULT SWAPS: “BULLETPROOFING” CDOSYNTHETIC CDOs AND RISK COVER UNDER CDSsCREDIT DERIVATIVES: SOME PRACTICAL ISSUESREFERENCES

Keywords: Risk Management; Financial Regulation; Financial Law; Asset Securitization; Complex Investment Products; Investment Advisory (search for similar items in EconPapers)
Date: 2011
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