Credit Securitisations and Derivatives
eBook - PDF

Credit Securitisations and Derivatives

Challenges for the Global Markets

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Credit Securitisations and Derivatives

Challenges for the Global Markets

About this book

A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management

Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. As well as a thorough analysis of the existing models used in the industry, the book will also draw on real life cases to illustrate model performance under different parameters and the impact that using the wrong risk measures can have.

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Yes, you can access Credit Securitisations and Derivatives by Daniel Rösch,Harald Scheule in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley
Year
2013
Print ISBN
9781119963967
eBook ISBN
9781119966043
Edition
1
Subtopic
Finance

Table of contents

  1. Credit Securitizations and Derivatives: Challenges for the Global Markets
  2. Contents
  3. Foreword
  4. PART I INTRODUCTION
  5. PART II CREDIT PORTFOLIO RISK MEASUREMENT
  6. PART III CREDIT PORTFOLIO RISK SECURITIZATION AND TRANCHING
  7. PART IV CREDIT DERIVATIVES
  8. PART V REGULATION
  9. About the Authors
  10. Index