Credit securitizations and derivatives challenges for the global markets
This book presents state of the art thinking and developments in credit securitizationss, derivatives, and risk management. Written by leading thinkers from academia, the industry, and the regulatory environment, the book covers areas such as business cycles; correlation modelling and interactions b...
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| Format: | eBook |
| Language: | English |
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Chichester, West Sussex
Wiley
2013
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| Series: | The Wiley Finance Ser
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | This book presents state of the art thinking and developments in credit securitizationss, derivatives, and risk management. Written by leading thinkers from academia, the industry, and the regulatory environment, the book covers areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitizationsns and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitizations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. [Book jacket] |
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| Physical Description: | xiv, 448 pages |
| ISBN: | 1118818504 9781119966043 1119966043 9781118818503 9781119966050 |