2. Credit derivatives: Market, evolution, and current status

  1. Vinod Kothari

Published Online: 20 MAR 2012

DOI: 10.1002/9781118390412.ch2

Credit Derivatives and Structured Credit Trading, Revised Edition

Credit Derivatives and Structured Credit Trading, Revised Edition

How to Cite

Kothari, V. (2008) Credit derivatives: Market, evolution, and current status, 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.ch2

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-linked notes;
  • index trading;
  • synthetic balance sheet securitization;
  • protection buyers

Summary

This chapter contains sections titled:

  • Evolution of credit derivatives

  • Current state of the market

  • Major centers of credit derivatives activity

  • Major market players

  • Dealers

  • Hedge funds and credit derivatives

  • Major products

  • Reference risks: sovereign versus corporate

  • Credit quality of reference entities

  • Physical versus cash settlement

  • Endnotes