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Parker et al., 2008 - Google Patents

Credit derivatives

Parker et al., 2008

View PDF
Document ID
6250369400678306803
Author
Parker E
Brown M
Publication year
Publication venue
England: PLC Finance

External Links

Snippet

Credit derivatives are derivative (www. practicallaw. com/0-107-6094) instruments which derive their price and value from the credit risk inherent in the debt obligations and/or the creditworthiness of a third party (reference entity). The reference entity may be a corporate, a …
Continue reading at www.mayerbrown.com (PDF) (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
    • G—PHYSICS
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G—PHYSICS
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    • G—PHYSICS
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    • G06Q10/00—Administration; Management
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    • G06Q20/00—Payment architectures, schemes or protocols
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    • G06Q20/00—Payment architectures, schemes or protocols
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    • G06Q99/00—Subject matter not provided for in other groups of this subclass

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