A Practical Guide To The 2003 Isda Credit Derivatives Definitions

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A Practical Guide To The 2003 Isda Credit Derivatives Definitions

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Author : Paul C. Harding
language : en
Publisher: Euromoney Books
Release Date : 2004

A Practical Guide To The 2003 Isda Credit Derivatives Definitions written by Paul C. Harding and has been published by Euromoney Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Credit categories.

Standard ISDA Confirmation documentation is used in over 95% of credit derivative transactions, and this book provides you with a complete annotation of the revised 2003 ISDA Credit Derivatives Definitions.

A Practical Guide To The Isda Credit Derivatives Definitions

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Author : Paul C. Harding
language : en
Publisher:
Release Date : 2004-06

A Practical Guide To The Isda Credit Derivatives Definitions written by Paul C. Harding and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06 with categories.

Standard ISDA Confirmation documentation is used in over 95% of credit derivative transactions, and this book provides you with a complete annotation of the revised 2003 ISDA Credit Derivatives Definitions.

A Practical Guide To The 2003 Isda Credit Derivatives Definitions

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Author : Paul C. Harding
language : en
Publisher:
Release Date : 2004

A Practical Guide To The 2003 Isda Credit Derivatives Definitions written by Paul C. Harding and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.

Otc Derivatives Bilateral Trading And Central Clearing

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Author : David Murphy
language : en
Publisher: Springer
Release Date : 2013-08-07

Otc Derivatives Bilateral Trading And Central Clearing written by David Murphy and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-07 with Business & Economics categories.

After the credit crisis, supervisors enacted a range of financial reforms. In particular, they radically changed the nature of the OTC derivatives market via a number of measures, notably mandatory central clearing. This book discusses the market before the crisis, explains what central clearing is, and outlines the consequences of the new rules.

Mastering Securities Lending Documentation

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Author : Paul Harding
language : en
Publisher: Pearson UK
Release Date : 2013-09-23

Mastering Securities Lending Documentation written by Paul Harding and has been published by Pearson UK this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-23 with Business & Economics categories.

Securities lending master agreements are vital for covering securities loans between contracting parties. They also offer legal and credit protection and a close-out netting procedure if a party defaults or goes bankrupt. These agreements are widely used by banks, securities houses, pension funds, hedge funds and insurance companies. Mastering Securities Lending Documentation is a practical guide to understanding the negotiation of these master agreements used in the United Kingdom, United States and Europe. It is an essential handbook for anyone involved in negotiating these agreements and includes: An introduction to the history and operations of the market A clear, user-friendly explanation of all paragraphs of the master agreements An easy-to use split page format with the original text and commentary Examples of commonly negotiated additions and amendments and their implications Answers to legal, risk and operational questions

Paris Princeton Lectures On Mathematical Finance 2010

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Author : Areski Cousin
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-29

Paris Princeton Lectures On Mathematical Finance 2010 written by Areski Cousin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-29 with Mathematics categories.

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

Credit Derivatives

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Author : Satyajit Das
language : en
Publisher: John Wiley & Sons
Release Date : 2005-05-09

Credit Derivatives written by Satyajit Das 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 2005-05-09 with Business & Economics categories.

The key areas of new/enhanced coverage include: inclusion of latest developments in documentation (the 2003 Credit Derivative Definitions and market developments such as Master Confirmations); and description of developments in structured credit products including: portfolio products; up-front credit default swaps; quanto credit default swaps; credit swaptions; zero recovery credit default swaps; first-to-default swaps/Nth-to-default swaps; asset swaptions/synthetic lending facilities/structured asset swaps; constant maturity credit spread products and constant maturity credit default swaps; credit index products; equity default swaps; increased coverage of credit linked notes including repackaging structures.

Unravelling The Credit Crunch

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Author : David Murphy
language : en
Publisher: CRC Press
Release Date : 2009-06-08

Unravelling The Credit Crunch written by David Murphy and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-06-08 with Business & Economics categories.

Fascinating Insight into How the Financial System Works and How the Credit Crisis AroseClearly supplies details vital to understanding the crisis Unravelling the Credit Crunch provides a clearly written, comprehensive account of the current credit crisis that is easily understandable to non-specialists. It explains how the financial system was draw

Active Credit Portfolio Management

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Author : Jochen Felsenheimer
language : en
Publisher: John Wiley & Sons
Release Date : 2006-03-10

Active Credit Portfolio Management written by Jochen Felsenheimer 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 2006-03-10 with Business & Economics categories.

The introduction of the euro in 1999 marked the starting point of the development of a very liquid and heterogeneous EUR credit market, which exceeds EUR 350bn with respect to outstanding corporate bonds. As a result, credit risk trading and credit portfolio management gained significantly in importance. The book shows how to optimize, manage, and hedge liquid credit portfolios, i.e. applying innovative derivative instruments. Against the background of the highly complex structure of credit derivatives, the book points out how to implement portfolio optimization concepts using credit-relevant parameters, and basic Markowitz or more sophisticated modified approaches (e.g., Conditional Value at Risk, Omega optimization) to fulfill the special needs of an active credit portfolio management on a single-name and on a portfolio basis (taking default correlation within a credit risk model framework into account). This includes appropriate strategies to analyze the impact from credit-relevant newsflow (macro- and micro-fundamental news, rating actions, etc.). As credits resemble equity-linked instruments, we also highlight how to implement debt-equity strategies, which are based on a modified Merton approach. The book is obligatory for credit portfolio managers of funds and insurance companies, as well as bank-book managers, credit traders in investment banks, cross-asset players in hedge funds, and risk controllers.

Recovery Risk In Credit Default Swap Premia

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Author : Timo Schläfer
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-05-18

Recovery Risk In Credit Default Swap Premia written by Timo Schläfer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-18 with Business & Economics categories.

Timo Schläfer exploits the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates. He shows that this allows isolating recovery risk without any of the rigid assumptions employed by priors and implements his approach using credit default swap data.