Credit Derivatives. Prepared by the Derivatives Working Party of the Faculty and Institute of Actuaries

This paper was written by the Derivatives Working Party, a permanent working party of the Life Research Committee of the Institute and Faculty of Actuaries. Our aim is to consider how life assurers may use, or may wish to use, derivatives, and if their use is unduly constrained, e.g. by regulation....

Ausführliche Beschreibung

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Veröffentlicht in:	British Actuarial Journal 2007-07, Vol.13 (2), p.185-236
Hauptverfasser:	Muir, M. J., Chase, A., Coleman, P. S., Cooper, P., Finkelstein, G. S., Fulcher, P., Harvey, C., Pereira, F. R., Shamash, A., Wilkins, T. J. D.
Format:	Artikel
Sprache:	eng
Schlagworte:	Business structures Corporate bonds Credit Credit default swaps Credit insurance Credit risk Derivatives Financial portfolios Investment credit Investment risk Sessional meetings: papers and abstracts of discussions Yield curves
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