10. Portfolio credit derivatives and introduction to structured credit trading

  1. Vinod Kothari

Published Online: 20 MAR 2012

DOI: 10.1002/9781118390412.ch10

Credit Derivatives and Structured Credit Trading, Revised Edition

Credit Derivatives and Structured Credit Trading, Revised Edition

How to Cite

Kothari, V. (2008) Portfolio credit derivatives and introduction to structured credit trading, 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.ch10

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:

  • portfolio credit derivatives;
  • single-name credit derivatives;
  • subordination;
  • credit enhancement;
  • special purpose vehicles

Summary

This chapter contains sections titled:

  • Portfolio credit derivatives vs. single-name credit derivatives

  • Key features of portfolio formulation

  • Number and sizing of the tranches

  • Range of structured credit products

  • Funded and unfunded transactions

  • Special purpose vehicles (SPVs)