|
|
|
|
| LEADER |
02624nmm a2200697 u 4500 |
| 001 |
EB000932444 |
| 003 |
EBX01000000000000000726040 |
| 005 |
00000000000000.0 |
| 007 |
cr||||||||||||||||||||| |
| 008 |
150128 ||| eng |
| 020 |
|
|
|a 9781451862737
|
| 100 |
1 |
|
|a Loukoianova, Elena
|
| 245 |
0 |
0 |
|a Pricing and Hedging of Contingent Credit Lines
|c Elena Loukoianova, Salih Neftci, Sunil Sharma
|
| 260 |
|
|
|a Washington, D.C.
|b International Monetary Fund
|c 2006
|
| 300 |
|
|
|a 26 pages
|
| 651 |
|
4 |
|a United States
|
| 653 |
|
|
|a Credit
|
| 653 |
|
|
|a Banks
|
| 653 |
|
|
|a Finance
|
| 653 |
|
|
|a Banks and banking
|
| 653 |
|
|
|a Industries: Financial Services
|
| 653 |
|
|
|a Mortgages
|
| 653 |
|
|
|a option pricing
|
| 653 |
|
|
|a Money
|
| 653 |
|
|
|a Simulation Methods
|
| 653 |
|
|
|a Futures Pricing
|
| 653 |
|
|
|a Financial risk management
|
| 653 |
|
|
|a Credit risk
|
| 653 |
|
|
|a Capital and Ownership Structure
|
| 653 |
|
|
|a Goodwill
|
| 653 |
|
|
|a Banking
|
| 653 |
|
|
|a Financial Risk and Risk Management
|
| 653 |
|
|
|a Financing Policy
|
| 653 |
|
|
|a Lines of credit
|
| 653 |
|
|
|a Depository Institutions
|
| 653 |
|
|
|a Institutional Investors
|
| 653 |
|
|
|a Pension Funds
|
| 653 |
|
|
|a Monetary economics
|
| 653 |
|
|
|a Financial institutions
|
| 653 |
|
|
|a Contingent Pricing
|
| 653 |
|
|
|a Financial Instruments
|
| 653 |
|
|
|a Value of Firms
|
| 653 |
|
|
|a Micro Finance Institutions
|
| 653 |
|
|
|a Monetary Policy, Central Banking, and the Supply of Money and Credit: General
|
| 653 |
|
|
|a Options
|
| 653 |
|
|
|a Investments: Options
|
| 653 |
|
|
|a Derivative securities
|
| 653 |
|
|
|a Non-bank Financial Institutions
|
| 653 |
|
|
|a Loans
|
| 653 |
|
|
|a Banks and Banking
|
| 653 |
|
|
|a Financial regulation and supervision
|
| 653 |
|
|
|a Money and Monetary Policy
|
| 653 |
|
|
|a Financial services law & regulation
|
| 700 |
1 |
|
|a Neftci, Salih
|
| 700 |
1 |
|
|a Sharma, Sunil
|
| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
|
| 989 |
|
|
|b IMF
|a International Monetary Fund
|
| 490 |
0 |
|
|a IMF Working Papers
|
| 856 |
4 |
0 |
|u https://elibrary.imf.org/view/journals/001/2006/013/001.2006.issue-013-en.xml?cid=18727-com-dsp-marc
|x Verlag
|3 Volltext
|
| 082 |
0 |
|
|a 330
|
| 520 |
|
|
|a Contingent credit lines (CCLs) are widely used in bank lending and also play an important role in the functioning of short-term capital markets. Yet, their pricing and hedging has not received much attention in the finance literature. Using a financial engineering approach, the paper analyzes the structure of simple CCLs, examines methods for their pricing, and discusses the problems faced in hedging CCL portfolios
|