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Credit Derivatives And Structured Credit Trading.

Credit Derivatives And Structured Credit Trading.

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  • ISBN:9780470822920
  • Editorial: Wiley & Sons Ltd.
  • Fecha de la edición:
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  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:485
  • Idiomas:Ingles,Inglés

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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, which has significantly revised the rules, particularly on synthetic CDOs; additional inputs on legal issues; and, new clarifications on accounting for credit derivatives/credit linked notes.

Part I Chapter 1: Credit Derivatives:: Concept, Motivations, Limitations and Risks Chapter 2: Credit default swaps Chapter 3: Total rate of return swaps Chapter 4: Credit Linked Notes Chapter 5: Collateralised Debt Obligations Chapter 6: Index Trades Chapter 7: Basket default swaps Chapter 8: Swaptions, Recovery swaps, and other credit derivatives Chapter 9: Case studies on some synthetic CDOs Chapter 10: CDO innovationsPart II: Chapter 11: Basics of credit risk pricing Chapter 12: Pricing of a credit default swap Chapter 13: Pricing and valuation of a CDO Chapter 14: Understanding correlation riskPart III Chapter 15: Legal issues in credit derivatives Chapter 16: Documentation of credit derivatives Chapter 17: Operational issues in credit derivatives Chapter 18: Taxation of credit derivatives Chapter 19: Accounting for credit derivatives Chapter 20: Regulatory and economic capital and credit derivatives

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