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Preface.
Introduction.
The Structures.
Legal and Regulatory Aspects (by Claude Brown of Clifford Chance).
Analysis of Credit Spreads.
Revenue-Neutral Diversification.
Examination of Term Sheets.
Credit Derivatives and the Repo Markets.
Collateralized Bond Obligations.
Locating the CD Function within a Bank.
Credit Risk Management in Asia.
CreditMetrics.
CreditRisk+.
Credit Derivatives and Bank Loans.
Creation and Analysis of Structured Credit Derivatives.
The Valuation of Credit Derivatives.
Analysis and Pricing.
Glossary.
Index.
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Add Implementing Credit Derivatives : Strategies and Techniques for Using Credit Derivatives in Risk Management, Hands-on Guidelines for Effective Credit Derivatives Use - From One of the industry's Most Authoritative Derivatives Experts. By allowing investors to unbundle credit risk from underlying instruments such as loans, bonds, or swaps, credit derivatives prot, Implementing Credit Derivatives : Strategies and Techniques for Using Credit Derivatives in Risk Management to your collection on WonderClub |