credit-derivatives

  1. Nicole Seaman

    P2.T6.24.25. Derivative Collateralization, Credit Derivative Risks & ISDA

    Learning Objectives: Identify the participants and describe the use of collateralization in the derivatives market. Define the International Swaps and Derivatives Association (ISDA) Master Agreement, the risk-mitigating features it provides, and the default events it covers. • Describe the...
  2. Nicole Seaman

    P2.T6.24.22 Understanding Credit Risk Implications Through Credit Derivatives

    Learning Objectives: Describe a credit derivative, credit default swap (CDS), total return swap, and collateralized debt obligation (CDO). Explain how to account for credit risk exposure in valuing a CDS. Identify the default probabilities used to value a CDS. Evaluate the use of credit indices...
  3. Nicole Seaman

    P1.T1.20.7. Credit risk transfer mechanisms

    Learning objectives: Compare different types of credit derivatives, explain how each one transfers credit risk and describe their advantages and disadvantages. Explain different traditional approaches or mechanisms that firms can use to help mitigate credit risk. Evaluate the role of credit...
  4. M

    hedging counterparty risk with credit derivatives

    Hi all, I have some doubt regarding this part in Gregory, chapter 4: "Hedging: Hedging counterparty risk with instruments such as credit default swaps (CDSs) aims to protect against potential default events and adverse credit spread movements. o Hedging creates operational risk and additional...
  5. Nicole Seaman

    P2.T6.715. Credit derivatives and securitization

    Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...
  6. Nicole Seaman

    P2.T6.608. Credit Derivatives (1TD CDS, TRS, CLN) Crouhy

    Learning objective: Describe the different types and structures of credit derivatives including ... first-to default put, total return swaps (TRS), asset-backed credit-linked note (CLN), and their applications. Questions: 608.1. Mainway Bancrop has a long cash position in a $500.0 million...
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