5. Credit-linked notes

  1. Vinod Kothari

Published Online: 20 MAR 2012

DOI: 10.1002/9781118390412.ch5

Credit Derivatives and Structured Credit Trading, Revised Edition

Credit Derivatives and Structured Credit Trading, Revised Edition

How to Cite

Kothari, V. (2008) Credit-linked notes, 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.ch5

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-linked notes;
  • distinctive features;
  • structured risk transfer;
  • SPV;
  • self-referenced CLN

Summary

This chapter contains sections titled:

  • Meaning of a CLN

  • Distinctive features of CLNs

  • Structured risk transfer through CLNs

  • CLNs issued by SPVs

  • Self-referenced CLNs

  • Endnotes