Credit Derivatives

Credit Derivatives

This chapter contains sections titled: Introduction Credit Default Swaps Credit Securitizations Financial Firms' Use of Credit Derivatives CDS Spreads and Rating Agency Rating Systems Summary Appendix 12.1: Pricing the CDS Spread with Counterparty Credit Risk Exposure

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Format: Buchkapitel
Sprache:eng
Schlagworte:
asset securitization
credit default swaps
credit derivatives
financial crisis
service loans
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Beschreibung
Zusammenfassung:This chapter contains sections titled: Introduction Credit Default Swaps Credit Securitizations Financial Firms' Use of Credit Derivatives CDS Spreads and Rating Agency Rating Systems Summary Appendix 12.1: Pricing the CDS Spread with Counterparty Credit Risk Exposure
DOI:10.1002/9781118267981.ch12