1. Credit derivatives: Structure, evolution, motivations, and economics

  1. Vinod Kothari

Published Online: 20 MAR 2012

DOI: 10.1002/9781118390412.ch1

Credit Derivatives and Structured Credit Trading, Revised Edition

Credit Derivatives and Structured Credit Trading, Revised Edition

How to Cite

Kothari, V. (2008) Credit derivatives: Structure, evolution, motivations, and economics, in Credit Derivatives and Structured Credit Trading, Revised Edition, John Wiley & Sons (Asia) Pte. Ltd., 2 Clementi Loop, #02-01, Singapore 129809. doi: 10.1002/9781118390412.ch1

Publication History

  1. Published Online: 20 MAR 2012
  2. Published Print: 19 SEP 2008

ISBN Information

Print ISBN: 9780470822920

Online ISBN: 9781118390412

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Keywords:

  • credit derivatives;
  • credit risk;
  • derivatives;
  • securitization;
  • credit derivatives

Summary

This chapter contains sections titled:

  • Credit risk: The challenge of our times

  • Derivatives: The building block of credit derivatives

  • Securitization: The other building block

  • Instruments of credit risk transfer

  • Meaning of credit derivatives

  • The elements of a credit derivative

  • Quick introduction to the types of credit derivatives

  • Credit derivatives and traditional financial guarantee products

  • Credit derivatives and credit insurance

  • Credit derivatives and loan assignments

  • Credit derivatives and securitization

  • Motivations

  • Economic impact of the credit derivative market

  • Endnotes