Credit Derivatives Revised Edition

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Credit Derivatives Revised Edition

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Author : George Chacko
language : en
Publisher: FT Press
Release Date : 2015-12-18

Credit Derivatives Revised Edition written by George Chacko and has been published by FT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-18 with Business & Economics categories.

Every company faces credit risk. Credit derivatives are among the most powerful tools available for managing it. Once restricted to the financial industry, they are now widely used by businesses of all kinds—and all financial professionals need to understand them. Credit Derivatives, Revised Edition, explains these tools simply, clearly, and rigorously: what they do, how they work, and how to use them in today’s applications. The authors first show how credit risk can be measured and valued. They explain key ideas, such as recovery rates and credit spreads, and show how derivatives transfer credit risk to external investors. Next, they systematically demonstrate how credit risk models can describe and predict credit risk events. They cover structural models, including Merton and Black and Cox; empirical models, such as the Z-score model; and reduced-form models, such as Jarrow-Turnbull. The authors also present detailed explanations of two widely used instruments: credit default swaps (CDSs) and collateralized debt obligations (CDOs). Finally, building on what you’ve learned, the authors offer a brand-new primer on today’s applications for financial instruments with embedded credit risk. FINANCIAL STATEMENT ANALYSIS Perform preliminary financial analysis on any potential project UNDERSTAND, MEASURE, AND ASSESS CREDIT RISK Master core concepts, from credit spreads to default probabilities MASTER POWERFUL CREDIT RISK MODELING APPROACHES Learn structural, empirical, and reduced-form credit risk modeling GAIN DEEP INSIGHT INTO TODAY’S INSTRUMENTS AND APPLICATIONS Understand CDSs, CDOs, and how credit-sensitive products are now used FOR EVERY FINANCIAL PRACTITIONER: BUY-SIDE AND SELL-SIDE For CFOs, treasurers, and other practitioners—everywhere from pension funds to commercial corporations

Credit Derivatives

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Author : George Chacko
language : en
Publisher: Financial Times/Prentice Hall
Release Date : 2016

Credit Derivatives written by George Chacko and has been published by Financial Times/Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with Credit derivatives categories.

Now, there's a completely up-to-date guide on credit derivatives that's ideal for all working financial professionals and students entering the field. Credit Derivatives, Second Edition has been fully updated to explain today's credit risk markets clearly and simply, in language any practitioner or advanced business student can understand. The authors begin by explaining the underlying principles surrounding credit risk. Next, they systematically present today's leading methods and instruments for managing it. The authors introduce total return swaps, credit spread options, credit linked notes, and other instruments, demonstrating how each of them can be used to isolate risk and sell it to someone willing to accept it. The authors, including leading practitioner George Chacko, have updated all content throughout to reflect today's instruments, rules, and practices.

Credit Derivatives And Synthetic Structures

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Author : Janet M. Tavakoli
language : en
Publisher: John Wiley & Sons
Release Date : 2001-07-16

Credit Derivatives And Synthetic Structures written by Janet M. Tavakoli and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-07-16 with Business & Economics categories.

Fully revised and updated Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures. "If you want to know more about credit derivatives--and these days an increasing number of people do--then you should read this book." --Merton H. Miller, winner, Nobel Prize in Economics, 1990 "Tavakoli brings extraordinary insight and clarity to this fascinating financial evolution . . ."--Carl V. Schuman, Manager, Credit Derivatives, West LB New York Janet M. Tavakoli (Chicago, IL) is Vice President of the Chicago branch of Bank of America, where she directs the company's overall marketing of global derivatives and manages its CreditMetrics initiative.

Credit Derivatives And Structured Credit Trading

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Author : Vinod Kothari
language : en
Publisher: John Wiley & Sons
Release Date : 2011-12-15

Credit Derivatives And Structured Credit Trading written by Vinod Kothari and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-15 with Business & Economics categories.

Credit derivatives as a financial tool has been growing exponentially from almost nothing more than seven years ago to approximately US$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 these days by banks globally. It is also being increasingly used as a device of synthetic securitisation. This significant market trend underscores the need for a book of such a nature. Kothari, an undisputed expert in credit derivatives, explains the subject matter using easy-to-understand terms, presents it in a logical structure, demystifies the technical jargons and blends them into a cohesive whole. This revised book will also include the following: - New credit derivative definitions - New features of the synthetic CDO market - Case studies of leading transactions of synethetic securitisations - Basle II rules - The Consultative Paper 3 has significantly revised the rules, particularly on synthetic CDOs - Additional inputs on legal issues - New clarifications on accounting for credit derivatives/credit linked notes

Credit Derivatives

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Author : Erik Banks
language : en
Publisher: McGraw Hill Professional
Release Date : 2006-10-10

Credit Derivatives written by Erik Banks and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-10 with Business & Economics categories.

After reading this book, readers will be able to: Identify product consideration and borrower characteristics Understand expected vs. unexpected losses Evaluate the probability of default Determine the probability of a spread increase

Credit Derivatives

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Author : Michael Stafferton
language : en
Publisher:
Release Date : 2004

Credit Derivatives written by Michael Stafferton and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Credit derivatives categories.

Presents a self-study guide to several complex instruments, their application, pricing, and market development. This workbook is designed to provide answers to fundamental questions about what credit derivatives are, who uses them, why, and also in what ways.

Implementing Credit Derivatives

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Author : Israel Nelken
language : en
Publisher: McGraw Hill Professional
Release Date : 1999

Implementing Credit Derivatives written by Israel Nelken and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business & Economics categories.

This text goes beyond the fundamentals of credit derivatives, to explore the practical realities of derivatives in a credit risk management strategy. Key regulatory and legal issues are covered, along with case studies to demonstrate application of the strategies discussed.

Credit Derivatives

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Author :
language : en
Publisher:
Release Date : 1998

Credit Derivatives written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Credit categories.

New Developments In Securitization

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Author :
language : en
Publisher:
Release Date : 2004

New Developments In Securitization written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Asset-backed financing categories.

Financial World

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Author :
language : en
Publisher:
Release Date : 2003

Financial World written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Banks and banking, International categories.