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Credit Securitisations and Derivatives : Challenges for the Global Markets. 信用の証券化とデリバティブ－グローバルな市場の課題
・ISBN 978-1-119-96396-7 hard US$ 125.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-118-81850-3
| 著者・編者 | Rösch, Daniel / Scheule, H. (eds.), |
|---|---|
| シリーズ | Wiley Finance Series |
| 出版社 | (Wiley, US) |
| 出版年月 | 2013 |
| ページ数 | 448 pp. |
| 言語 | ENG |
| ニュース番号 | ＜602-425＞ |
解説
Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. 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.