Applications of Credit Derivatives : Opportunities and Risks involved in Credit Derivatives.

Applications of Credit Derivatives : Opportunities and Risks involved in Credit Derivatives.

HauptbeschreibungThis study begins with a general introduction to the credit derivatives market and gives arguments for the growth catalysts which have driven the development to the current state. The financial participants in this market are presented as well. A comparison between market risk and c...

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Bibliographic Details
Main Author: Seemann, Harald
Format: eBook
Language:English
Published: Hamburg : Diplomica Verlag, 2008.
Series:Diplomarbeit.
Subjects:
Credit derivatives.
Credit derivatives
Online Access:Click for online access
Description
Summary:HauptbeschreibungThis study begins with a general introduction to the credit derivatives market and gives arguments for the growth catalysts which have driven the development to the current state. The financial participants in this market are presented as well. A comparison between market risk and credit risk follows to show the clear transition that helped credit risk to become an asset class. After that, a link to the recent Basel II guidelines is established in order to show the policies that banks have to consider when trading with credit risk. Chapter 2 deals with the historical evolution.
Physical Description:1 online resource (98 pages)
Bibliography:Includes bibliographical references.
ISBN:9783836608428
3836608421
Source of Description, Etc. Note:Print version record.

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