Credit risk management - Hong Kong Institute of Bankers ([s.l.] : John Wiley and Sons, 2010)
Contents note continued: Further Reading -- pt. 4 CREDIT DERIVATIVES AND STRUCTURED CREDIT PRODUCTS -- 12.Credit Derivatives -- Learning Objectives -- Introduction -- What are Credit Derivatives? -- Credit Default Swap -- Total Return Swaps -- Credit-linked Notes -- Credit Spread Derivatives -- Pricing Credit Derivatives -- Summary -- Key Terms -- Study Guide -- Further Reading -- 13.Structured Credit Products -- Learning Objectives -- Introduction -- Securitisation -- Asset Backed Security -- Collateralised Debt Obligation -- Capital Charge Requirements -- Derivatives and Structured Credit as Risk Management Tools -- Summary -- Key Terms -- Study Guide -- Further Reading.
Includes bibliographical references and index.
Keywords: Credit -- Management; Banks and banking -- Risk management; Bank loans