Коллектив авторов

 
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Credit Securitisations and Derivatives. Challenges for the Global Markets
Коллектив авторов, Credit Securitisations and Derivatives. Challenges for the Global Markets

Credit Securitisations and Derivatives. Challenges for the Global Markets

Аннотация.
Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles, credit ratings for securitisations. 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, credit portfolio risk.

Counterparty credit risk and clearing of derivatives contracts and liquidity risk, credit portfolio risk tranching. Correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives, 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.

Автор: Коллектив авторов.
Жанр книги: Всё о бизнесе.
Объем: 464 стр.
Возрастное ограничение: 0+
Общее кол-во страниц: 464
Правообладатель: John Wiley & Sons Limited

 
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