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R?sch, Daniel

Credit Securitisations and Derivatives: Challenges for the Global Markets

R?sch, Daniel - Credit Securitisations and Derivatives: Challenges for the Global Markets, ebook

104,20€

Ebook, PDF with Adobe DRM
ISBN: 9781119966043
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Printing139 pages with an additional page accrued every 6 hours, capped at 139 pages
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A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management

Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. As well as a thorough analysis of the existing models used in the industry, the book will also draw on real life cases to illustrate model performance under different parameters and the impact that using the wrong risk measures can have.

Keywords: Financial Engineering

Author(s)
 
Publisher
John Wiley and Sons, Inc.
Publication year
2013
Language
en
Edition
2
Series
The Wiley Finance Series
Page amount
464 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9781119966043
Printed ISBN
9781119963967

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