Understanding credit derivatives and related instruments

by Bomfim, Antulio N.

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Title Statements

Full title :Understanding credit derivatives and related instruments / Antulio N. Bomfim.

Edition Statements

Publication Date:©2016
Edition:2nd ed

Publication Statements

Publisher(s):Academic Press
Place of Publication:Amsterdam [Netherlands]
Language:eng
Publication Date:©2016

Notes

6.4 Variations on the Basic Structure.

The Physical Object

Description:1 online resource (421 pages)

Edition Identifiers

ISBN:0128004908, 9780128004906
oclc:on1058564449
LC Classification:HG6024.A3
Dewey Decimal:332.6457

Front Cover; Understanding Credit Derivatives and Related Instruments; Copyright; Dedication; Author's Disclaimer; Contents; Preface to the Second Edition; Part I: Credit Derivatives: Definition, Market, Uses; Chapter 1: Credit Derivatives: A Brief Overview; 1.1 What Are Credit Derivatives?; 1.2 Potential ``Gains from Trade''; 1.3 Types of Credit Derivatives; 1.3.1 Single-Name Instruments; 1.3.2 Multiname Instruments; 1.3.3 Credit-Linked Notes; 1.3.4 Sovereign vs. Other Reference Entities; 1.4 Valuation Principles; 1.4.1 Fundamental Factors; 1.4.2 Other Potential Risk Factors.

1.4.2.1 Legal Risk1.4.2.2 Model Risk; 1.4.3 Static Replication vs. Modeling; 1.4.4 A Note on Supply, Demand, and Market Frictions; 1.5 Counterparty Credit Risk (Again); Chapter 2: The Credit Derivatives Market; 2.1 Evolution and Size of the Market; 2.2 Market Activity and Size by Instrument Type; 2.2.1 Single- vs. Multiname Instruments; 2.2.2 Sovereign vs. Other Reference Entities; 2.2.3 Credit Quality of Reference Entities; 2.2.4 Maturities of Most Commonly Negotiated Contracts; 2.3 Main Market Participants; 2.3.1 Nondealer End Users; 2.3.2 Buyers and Sellers of Credit Protection.

2.4 Common Market Practi…