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Understanding credit derivatives and related instruments /
Annotation
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Waltham, MA :
Academic Press is an imprint of Elsevier,
[2015]
|
| Edición: | Second edition. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Ii 4500 | ||
|---|---|---|---|
| 001 | SCIDIR_ocn931006231 | ||
| 003 | OCoLC | ||
| 005 | 20231120112040.0 | ||
| 006 | m o d | ||
| 007 | cr |n||||||||| | ||
| 008 | 151203t20162016mau ob 001 0 eng d | ||
| 010 | |a 2017288237 | ||
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| 020 | |a 9780128004906 |q (electronic bk.) | ||
| 020 | |a 0128004908 |q (electronic bk.) | ||
| 020 | |z 9780128001165 | ||
| 020 | |z 012800116X | ||
| 035 | |a (OCoLC)931006231 |z (OCoLC)932332472 |z (OCoLC)936075978 |z (OCoLC)1066415146 |z (OCoLC)1105175195 |z (OCoLC)1105562215 |z (OCoLC)1151746471 |z (OCoLC)1235842451 | ||
| 050 | 4 | |a HG6024.A3 |b B66 2016eb | |
| 082 | 0 | 4 | |a 332.64/57 |2 23 |
| 100 | 1 | |a Bomfim, Ant�ulio N. |q (Ant�ulio Neves), |e author. | |
| 245 | 1 | 0 | |a Understanding credit derivatives and related instruments / |c Antulio N. Bomfim. |
| 250 | |a Second edition. | ||
| 264 | 1 | |a Waltham, MA : |b Academic Press is an imprint of Elsevier, |c [2015] | |
| 264 | 4 | |c �2016 | |
| 300 | |a 1 online resource (xx, 399 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 520 | 8 | |a Annotation |b Antulio N. Bomfim offers a comprehensive introduction to the main issues in the credit derivatives market, including an accessible introduction to valuation methods. | |
| 505 | 0 | |a Front Cover; Understanding Credit Derivatives and Related Instruments; Copyright; Dedication; Author's Disclaimer; Contents; Preface to the Second Edition; Part I: Credit Derivatives: Definition, Market, Uses; Chapter 1: Credit Derivatives: A Brief Overview; 1.1 What Are Credit Derivatives?; 1.2 Potential ``Gains from Trade''; 1.3 Types of Credit Derivatives; 1.3.1 Single-Name Instruments; 1.3.2 Multiname Instruments; 1.3.3 Credit-Linked Notes; 1.3.4 Sovereign vs. Other Reference Entities; 1.4 Valuation Principles; 1.4.1 Fundamental Factors; 1.4.2 Other Potential Risk Factors. | |
| 505 | 8 | |a 1.4.2.1 Legal Risk1.4.2.2 Model Risk; 1.4.3 Static Replication vs. Modeling; 1.4.4 A Note on Supply, Demand, and Market Frictions; 1.5 Counterparty Credit Risk (Again); Chapter 2: The Credit Derivatives Market; 2.1 Evolution and Size of the Market; 2.2 Market Activity and Size by Instrument Type; 2.2.1 Single- vs. Multiname Instruments; 2.2.2 Sovereign vs. Other Reference Entities; 2.2.3 Credit Quality of Reference Entities; 2.2.4 Maturities of Most Commonly Negotiated Contracts; 2.3 Main Market Participants; 2.3.1 Nondealer End Users; 2.3.2 Buyers and Sellers of Credit Protection. | |
| 505 | 8 | |a 2.4 Common Market Practices2.4.1 A First Look at Documentation Issues; 2.4.2 Collateralization and Netting; Chapter 3: Main Uses of Credit Derivatives; 3.1 Credit Risk Management by Banks; 3.2 Managing Bank Regulatory Capital; 3.2.1 A Brief Historic Digression: The 1988 Basel Accord; 3.2.2 Credit Derivatives and Regulatory Capital Management; 3.2.3 Beyond the 1988 Basel Accord; 3.3 Yield Enhancement, Portfolio Diversification; 3.3.1 Leveraging Credit Exposure, Unfunded Instruments; 3.3.2 Synthesizing Long Positions in Corporate Debt; 3.4 Shorting Corporate Bonds. | |
| 505 | 8 | |a 3.5 Other Uses of Credit Derivatives3.5.1 Hedging Vendor-Financed Deals; 3.5.2 Hedging by Convertible Bond Investors; 3.5.3 Selling Protection as an Alternative to Loan Origination; 3.6 Credit Derivatives as Market Indicators; Part II: Main Types of Credit Derivatives; Chapter 4: Floating-Rate Notes; 4.1 Not a Credit Derivative ... ; 4.2 How Does It Work?; 4.3 Common Uses; 4.4 Valuation Considerations; 4.5 A Primer on Interest Rate and Spread Sensitivities; 4.5.1 Interest Rate Sensitivity; 4.5.2 Spread Sensitivity; Chapter 5: Asset Swaps; 5.1 A Borderline Credit Derivative ... | |
| 505 | 8 | |a 5.2 How Does It Work?5.3 Common Uses; 5.4 Valuation Considerations; 5.4.1 Valuing the Two Pieces of an Asset Swap; 5.4.2 Comparison to Par Floaters; Chapter 6: Credit Default Swaps; 6.1 How Does It Work?; 6.2 Common Uses; 6.2.1 Protection Buyers; 6.2.2 Protection Sellers; 6.2.3 Some Additional Examples; 6.2.3.1 Synthesizing a (relatively) riskless asset; 6.2.3.2 Adding highly rated assets to one's portfolio; 6.3 Valuation Considerations; 6.3.1 CDS vs. Cash Spreads in Practice; 6.3.2 A Closer Look at the CDS-Cash Basis; 6.3.3 When Cash Spreads Are Unavailable ... | |
| 650 | 0 | |a Credit derivatives. | |
| 650 | 6 | |a Instruments d�eriv�es de cr�edit. |0 (CaQQLa)201-0321016 | |
| 650 | 7 | |a Credit derivatives |2 fast |0 (OCoLC)fst00882587 | |
| 776 | 0 | 8 | |i Print version: Bomfim, Ant�ulio N. (Ant�ulio Neves). |t Understanding credit derivatives and related instruments. |b Second edition. |d Waltham, MA : Academic Press is an imprint of Elsevier, [2016] |z 9780128001165 |w (OCoLC)936951020 |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780128001165 |z Texto completo |