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Choudhry et al., 2005 - Google Patents

Credit Derivatives

Choudhry et al., 2005

Document ID
3766760555281161668
Author
Choudhry M
Joannas D
Pereira R
Pienaar R
Publication year
Publication venue
Capital Market Instruments: Analysis and valuation

External Links

Snippet

This chapter describes credit derivatives, instruments that are used to manage credit risk in banking and portfolio management. In this chapter we consider only the most commonly encountered credit derivative instruments. Credit derivatives exist in a number of forms. We …
Continue reading at link.springer.com (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
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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