Nowadays there have been developed many instruments to transfer credit risk. These instruments are called credit derivatives. There have also been developed many model and methods to evaluate credit risk. They range from practical market methods to theory guided methods relying on firm value. In this note, first some well known instrument
In response to the collapse of the global credit derivatives markets during the Global Financial Cri...
The increasing ability to trade credit risk in financial markets has facilitated its dispersion acro...
This article presents a generic model for pricing financial derivatives subject to counterparty cred...
This article compares four popular models of credit risk measurement in terms of the scope of inform...
Credit risk plays an important role in the pricing of financial instruments. In effort to avoid the ...
The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequ...
Credit risk management is a major activity of each financial institution. Since the credit risk is m...
We model the effects on banks of the introduction of a market for credit derivatives--in particular,...
We model the effects on banks of the introduction of a market for credit derivatives; in particular,...
Having a precise idea of how information is used is a key element in studying credit risk models. Th...
This contribution offers an explanation of credit derivatives as a group of financial instruments ha...
This paper analyses the drivers of the credit risk transfer market in the credit risk value chain. T...
Corporate credit risk in fixed income markets refers to risk that debt issuing company will default ...
We model the effects on banks of the introduction of a market for credit derivatives; in particular,...
We model the effects on banks of the introduction of a market for credit derivatives; in particular,...
In response to the collapse of the global credit derivatives markets during the Global Financial Cri...
The increasing ability to trade credit risk in financial markets has facilitated its dispersion acro...
This article presents a generic model for pricing financial derivatives subject to counterparty cred...
This article compares four popular models of credit risk measurement in terms of the scope of inform...
Credit risk plays an important role in the pricing of financial instruments. In effort to avoid the ...
The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequ...
Credit risk management is a major activity of each financial institution. Since the credit risk is m...
We model the effects on banks of the introduction of a market for credit derivatives--in particular,...
We model the effects on banks of the introduction of a market for credit derivatives; in particular,...
Having a precise idea of how information is used is a key element in studying credit risk models. Th...
This contribution offers an explanation of credit derivatives as a group of financial instruments ha...
This paper analyses the drivers of the credit risk transfer market in the credit risk value chain. T...
Corporate credit risk in fixed income markets refers to risk that debt issuing company will default ...
We model the effects on banks of the introduction of a market for credit derivatives; in particular,...
We model the effects on banks of the introduction of a market for credit derivatives; in particular,...
In response to the collapse of the global credit derivatives markets during the Global Financial Cri...
The increasing ability to trade credit risk in financial markets has facilitated its dispersion acro...
This article presents a generic model for pricing financial derivatives subject to counterparty cred...
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