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    Credit Securitisations and Derivatives: Challenges for the Global Markets
    Credit Securitisations and Derivatives: Challenges for the Global Markets
    Credit Securitisations and Derivatives: Challenges for the Global Markets
    Ebook354 pages12 hours

    Credit Securitisations and Derivatives: Challenges for the Global Markets

    By Daniel Rösch and Harald Scheule

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    About this ebook

    A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management

    Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. As well as a thorough analysis of the existing models used in the industry, the book will also draw on real life cases to illustrate model performance under different parameters and the impact that using the wrong risk measures can have.

    LanguageEnglish
    PublisherWiley
    Release dateApr 3, 2013
    ISBN9781119966043
    Credit Securitisations and Derivatives: Challenges for the Global Markets

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