The handbook of credit derivatives
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Bibliographic Information
The handbook of credit derivatives
McGraw-Hill, 1999
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Note
Includes bibliographical references and index.
Description and Table of Contents
Description
The First Encyclopedic Reference-For Both Financial Managers and Investors-On the Exploding Yet Uncharted World of Credit Derivatives. New products seem to hit the financial markets on a monthly, or even daily, basis. Yet it is rare that one emerges with immediate value and undiscovered potential for both financial risk managers and investors-and even rarer that the many nuances and benefits of this product can be explained in one book. Credit derivatives are that tool-and THE HANDBOOK OF CREDIT DERIVATIVES is that book. This unmatched collection of expertise provides a complete picture of the credit derivatives marketplace: what they are, where they come from, and specific strategies for both risk managers and investors to use them to their greatest advantage. Starting with a comprehensive overview, this encyclopedic reference goes on to explain; Efficient strategies for profitably using credit derivatives as either investment or risk management tools; Specific challenges and solutions in the pricing of credit derivatives, from the perspectives of both buyer and issuer; Techniques to estimate the probability that a corporate credit will default; Up-to-the-minute accounting and tax practices for recognizing and reporting transactions. Whether you are a professional risk manager seeking to hedge your risk exposure, or a cutting-edge investor looking for new and profitable markets, the guidance of the industry's leading experts in THE HANDBOOK OF CREDIT DERIVATIVES provides in-depth, expert analysis of these multi-faceted financial structures, written by the most influential figures in this still-developing field.
Table of Contents
Part I: Introduction. An Introduction to Credit Derivatives. Part II: Investment and Risk Management Applications. Building Efficient Synthetic Positions and Using Credit-Linked Notes. Credit Derivatives and Loan Portfolio Management. Credit Risk Management from a Corporate Perspective. Part III: Determining Exposure and Pricing Credit Derivatives. Pricing Credit Derivatives. Credit Derivatives Pricing Dictionary. Using Equity Price Information to Measure Default Risk. Challenges in the General Valuation of Credit Derivatives. Part IV: Accounting, Tax, Legal, and Regulatory Environment. The Federal Income Tax Treatment of Credit Derivative Transactions. Credit Derivatives: Legal and Regulatory Issues. The Supervision of Credit Derivative Activities of Banking Organizations. The Use of Credit Derivatives in Credit-Enhanced & Credit-Linked Structured Notes: A Former Rating Analyst's Perspective. Part V: The Future of Credit Derivatives. Appendix: Credit Derivatives Glossary.
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