The Credit Risk of Complex Derivatives
About this book
Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: * Derivative losses * Risk governance and risk management efforts * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.
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Information
Table of contents
- Cover
- The Credit Risk of Complex Derivatives
- Contents
- List of Figures
- List of Tables
- Preface
- Derivatives, Credit, and Risk Management
- The Credit Risk of Complex Derivatives
- Credit Portfolio Risk Management Issues
- APPENDIX 1
- APPENDIX 2
- APPENDIX 3
- ISDA®International Swaps and Derivatives Association, Inc.2002 MASTER AGREEMENT
- ISDA®International Swaps and Derivatives Association, Inc.SCHEDULE
- Notes
- Glossary
- Bibliography
- Index
