The Credit Risk of Complex Derivatives

  • Authors
  • ErikĀ Banks

Part of the Finance and Capital Markets Series book series (FCMS)

Table of contents

  1. Front Matter
    Pages i-xix
  2. Derivatives, Credit, and Risk Management

    1. Front Matter
      Pages 1-1
    2. Erik Banks
      Pages 27-41
    3. Erik Banks
      Pages 42-53
    4. Erik Banks
      Pages 54-77
  3. The Credit Risk of Complex Derivatives

    1. Front Matter
      Pages 79-79
    2. Erik Banks
      Pages 108-120
    3. Erik Banks
      Pages 160-240
    4. Erik Banks
      Pages 241-259
    5. Erik Banks
      Pages 260-318
  4. Credit Portfolio Risk Management Issues

    1. Front Matter
      Pages 319-319
    2. Erik Banks
      Pages 367-384
  5. Back Matter
    Pages 420-556

About this book

Introduction

Since the publication of the second edition of The Credit Risk of Complex Derivatives in 1997, the world of derivatives has gone through a period of dramatic change - in the external operating environment, product and market characteristic and risk management techniques. In the light of these changes, the text has been substantially reorganized, updated and expanded. Several new chapters have been added including: * Derivative losses * Risk governance and risk management efforts * Regulatory initiatives and advances * Credit risk portfolio models Aimed at clients, intermediaries and regulators, this edition will be focused clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.

Keywords

derivatives management Option Valuation Options Portfolio Portfolio Model Rating risk management strategy Swaps

Bibliographic information

  • DOI https://doi.org/10.1057/9781403946096
  • Copyright Information Palgrave Macmillan, a division of Macmillan Publishers Limited 2004
  • Publisher Name Palgrave Macmillan, London
  • eBook Packages Palgrave Economics & Finance Collection
  • Print ISBN 978-1-349-51299-7
  • Online ISBN 978-1-4039-4609-6
  • About this book