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Credit derivatives and structured credit trading /

Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately USD 5 trillion deals completed by end of 2005. This indicates the growing importance of credit derivatives in the financial sector and how widely it is being used thes...

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Bibliographic Details
Main Author: Kothari, Vinod
Format: eBook
Language:English
Language Notes:English.
Published: Singapore : John Wiley & Sons (Asia), ©2009.
Edition:Rev. ed.
Series:Wiley finance series.
Subjects:
Credit derivatives.
Credit > Management.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Front Matter
  • Market, Instruments and Motivations. Credit derivatives: Structure, evolution, motivations, and economics
  • Credit derivatives: Market, evolution, and current status
  • Single-Name Instruments. Credit default swaps
  • Total rate of return swaps
  • Credit-linked notes
  • Credit default swaps on asset-backed securities and derivatives exposures
  • Loan-only CDS
  • Credit derivatives options and volatility trades
  • Equity default swaps, recovery swaps and other exotic products
  • Portfolio Products. Portfolio credit derivatives and introduction to structured credit trading
  • Introduction to collateralized debt obligations
  • Index trades
  • Single-tranche synthetic CDOs, CPDOs, and other CDO innovations
  • CDO case studies
  • Credit derivative product companies
  • Pricing and Valuation of Credit Derivatives. Approaches to quantification of credit risk
  • Pricing of a single name credit derivative
  • Pricing of a portfolio credit default swap
  • Legal, Regulatiory, Operational, Tax and Accounting Aspects. Legal aspects of credit derivatives
  • Documentation for credit derivatives
  • Taxation of credit derivatives
  • Accounting for credit derivatives
  • Regulatory capital and other regulations on credit derivatives
  • Operational issues
  • Credit derivatives terminology
  • Index.
  • Credit derivatives : structures, evolution, motivations, and economics
  • Credit derivatives : market, evolution, and current status
  • Credit default swaps
  • Total rate of return swaps
  • Credit-linked notes
  • Credit default swaps on asset-backed securities and derivatives exposures
  • Loan-only CDS
  • Credit derivatives options and volatility trades
  • Equity default swaps, recovery swaps and other exotic products
  • Portfolio credit derivatives and introduction to structured credit trading
  • Introduction to collateralized debt obligations
  • Index trades
  • Single-tranche synthetic CDOs, CPDOs, and other CDO innovations
  • CDO case studies
  • Credit derivative product companies
  • Approaches to quantification of credit risk
  • Pricing of a single name credit derivative
  • Pricing of a portfolio credit default swap
  • Legal aspects of credit derivatives
  • Documentation for credit derivatives
  • Taxation of credit derivatives
  • Accounting for credit derivatives
  • Regulatory capital and other regulations on credit derivatives
  • Operational issues
  • Credit derivatives terminology.