Credit Risk Management For Derivatives
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Risk Management
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Author : Satyajit Das
language : en
Publisher: John Wiley & Sons
Release Date : 2005-10-14
Risk Management 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 2005-10-14 with Business & Economics categories.
Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).
Credit Derivatives
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Author : Satyajit Das
language : en
Publisher: Wiley
Release Date : 1998-04-23
Credit Derivatives written by Satyajit Das and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-04-23 with Business & Economics categories.
Credit Derivatives Trading & Management of Credit & Default Risk Written by some of the industry’s leading names, Credit Derivatives - Trading & Management of Credit and Default Riskprovides a comprehensive overview of this increasingly important financial instrument. Credit Derivatives promise to revolutionise the management of credit risk in banking and capital markets. Credit Derivatives will be essential for commercial and investment banks as well as brokers active in credit derivative products; liability and investment managers who utilise or are looking at utilising credit derivatives; consultants, IT firms and accountants active in advising traders or users of these instruments; and, regulatory agencies. It can also be used in practical in-house training programmes as well as in post-graduate programmes such as MBA or Applied Finance courses in credit risk management, either as the primary text or supplementary reading. Credit Derivatives is edited by the author of Swaps & Financial Derivatives, Satyajit Das, who is also the major contributor to the book. There are additional specialist chapters by practitioners drawn from industry leaders including: Citibank Limited Clifford Chance JP Morgan KMV Corporation Moody’s Investors Service Price Waterhouse "In a rapidly developing area of finance, where knowledge and information are jealously guarded, this book offers a means of ‘getting up to speed’ on a topic that may well fundamentally alter the way the banking and investment community handles credit risk." - Mark Schneider, Head of New Markets Société Générale Australia Limited "In his usual style, Das has produced…one of the most extensive discussions of credit derivatives…A must have reference for students and market practitioners alike." - Quentin K. Hills, Head, Derivatives Marketing - Asia Citibank, N.A. "…too often this kind of ‘real world’ material does not get included in derivatives books…This has the right combination of basic explanation and technical material." - Nick Reed, Director, RVC Associates "…a comprehensive collection of material on…this relatively new field of banking practice." - Ralph Yiehmin Liu, Managing Director, Advanced Risk Management Solutions Pte Ltd
The Credit Risk Of Complex Derivatives
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Author : Erik Banks
language : en
Publisher: Springer
Release Date : 1997-05-14
The Credit Risk Of Complex Derivatives written by Erik Banks and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-05-14 with Business & Economics categories.
This edition of The Credit Risk of Complex Derivatives is fully updated and enhanced. It discusses and analyses the credit risks of the new financial derivatives. The book commences with an overview of the regulatory environment and the renewed emphasis on risk Management. It then provides a comprehensive review of complex options and swaps, with extensive examples and illustrations. The text concludes with a detailed discussion of portfolio credit risk issues and techniques in order to ensure the most effective and accurate understanding of complex derivative credit risk.
Credit Risk Management For Derivatives
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Author : Ivan Zelenko
language : en
Publisher: Springer
Release Date : 2017-07-20
Credit Risk Management For Derivatives written by Ivan Zelenko and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-20 with Business & Economics categories.
This Palgrave Pivot assesses the impact of the regulatory framework for derivatives built post-crisis and examines its ambition to centralize and minimize credit risk, enhance transparency, and regain control. Zelenko delves into the powerful destabilizing forces exerted by derivatives markets in the global financial meltdown of 2008. Recapping the evolution in markets and counterparty risk management, as well as key aspects of regulation and their impact, this book aims to give readers the big picture and foster a deep understanding of the role of derivatives markets in the financial crisis. This practical angle will give useful keys to end-users and their risk managers, as they are faced with a new, complex, and changing environment. Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution. This volume covers the concepts, methods, and approaches taken by banks to manage counterparty credit risk in their derivatives activities in the new post-crisis market and regulatory environment, and it aims to highlight what is practical and effective today.
Derivatives And Risk Management
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Author :
language : en
Publisher: Pearson Education India
Release Date :
Derivatives And Risk Management written by and has been published by Pearson Education India this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
The Credit Risk Of Complex Derivatives
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Author : E. Banks
language : en
Publisher: Springer
Release Date : 2016-01-12
The Credit Risk Of Complex Derivatives written by E. Banks and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-12 with Business & Economics categories.
Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: * Derivative losses * Risk governance and risk management efforts * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.
Risk Management Of Financial Derivatives
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Author : Barry Leonard
language : en
Publisher: DIANE Publishing
Release Date : 1999-06
Risk Management Of Financial Derivatives written by Barry Leonard and has been published by DIANE Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-06 with categories.
Provides a framework for evaluating the adequacy of risk management practices of derivative dealers and end-users. More technical information on the various aspects of derivatives risk management, such as evaluating statistical models, is available in the appendix. Separate examination procedures, internal control questions, and verification procedures are provided for dealers and end-users. The examination procedures are designed to be comprehensive. These guidelines and procedures focus principally on off-balance-sheet derivatives and structured notes.
Credit Derivatives
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Author : Gunter Meissner
language : en
Publisher: John Wiley & Sons
Release Date : 2009-02-04
Credit Derivatives written by Gunter Meissner 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 2009-02-04 with Business & Economics categories.
The market for credit derivatives--financial instruments designedto transfer credit risk from one party to another--has grownexponentially in recent years, with volume expected to reach morethan $4.8 trillion by 2004. With demand increasing from the privatesector for finance professionals trained in the opportunities--anddangers--inherent in this fast-changing market, finance courses arealready springing up to meet this need. Credit Derivatives: Explains the field of credit derivatives to business studentswith a background in finance Cites real-world examples throughout, reinforced byend-of-chapter questions and internet links to pricing models Provides a concise overview of the field that is ideal forinstructors seeking to supplement traditional derivatives coursematerial, as well as those looking to offer a stand-alone course oncredit derivatives.
Credit Derivatives
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Author : Erik Banks
language : en
Publisher: McGraw Hill Professional
Release Date : 2007
Credit Derivatives written by Erik Banks and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Business & Economics categories.
Credit derivatives are the key risk-management tools for todays finance practitioner.
Credit Derivatives
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Author : Geoff Chaplin
language : en
Publisher: John Wiley & Sons
Release Date : 2005-09-27
Credit Derivatives written by Geoff Chaplin 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 2005-09-27 with Business & Economics categories.
The credit derivatives market has developed rapidly over the lastten years and is now well established in the banking community andis increasingly making its presence felt in all areas of finance.This book covers the subject from credit bonds, asset swaps andrelated ‘real world’ issues such as liquidity, poordata, and credit spreads, to the latest innovations in portfolioproducts, hedging and risk management techniques. The bookconcentrates on practical issues and develops an understanding ofthe products through applications and detailed analysis of therisks and alternative means of trading. Credit Derivatives: RiskManagement, Trading and Investing provides: A description of the key products, applications, and ananalysis of typical trades including basis trading, hedging, andcredit structuring Analysis of the industry standard ‘default andrecovery’ and Copula models including many examples, and adescription of the models’ shortcomings Tools and techniques for the management of a portfolio or bookof credit risks including appropriate and inappropriate methods ofcorrelation risk management A thorough analysis of counterparty risk An intuitive understanding of credit correlation in reality andin the Copula model The CD in the back of this book includes an Evaluation Versionof Mathcad® 12 Single User Edition, which is reproduced bypermission. This software is a fully-functional trial of Mathcadwhich will expire 30 days from installation. For technical supportor more information see http://www.mathcad.com.