Credit Securitisations and Derivatives (BOK)

Daniel Rosch

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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.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2013 Forfatter Daniel Rosch
Forlag
Wiley
ISBN 9781119963967
Antall sider 462 Dimensjoner 17,7cm x 25,1cm x 3,7cm
Vekt 941 gram Leverandør Bertram Trading Ltd
Emner og form Credit & credit institutions