23. Regulatory capital and other regulations on credit derivatives

  1. Vinod Kothari

Published Online: 20 MAR 2012

DOI: 10.1002/9781118390412.ch23

Credit Derivatives and Structured Credit Trading, Revised Edition

Credit Derivatives and Structured Credit Trading, Revised Edition

How to Cite

Kothari, V. (2008) Regulatory capital and other regulations on credit derivatives, 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.ch23

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;
  • guarantee-like treatment;
  • protection buyer;
  • structured credit risk transfers;
  • risk assessment

Summary

This chapter contains sections titled:

  • Evolution of regulations

  • Basel II and credit derivatives

  • Endnote