Articles and materials on credit derivatives
Articles on this site:
An extensive coverage of the whole concept of credit derivatives and credit derivative market.
Articles on other sites:
Credit Derivatives: Implications for Bank Portfolio Management by Charles Smithson and Gregory Hayt
Credit Derivatives: How much should they cost?: A very easy-to-read article by Jessica James published in Risk magazine in October 1999.
Credit Derivatives in Next 5 years: In 1997, Derivatives Strategy asked this to credit derivatives professionals. It is interesting to see the predictions then made in light of the reality.
Roundtable on Credit Derivatives: Celebrities in credit derivatives and credit risk participated in a Roundtable discussion on Credit Derivatives sponsored by Chase Securities Inc. and Moody’s Investors Service held November 30, 1999. The excerpts were published in Derivatives Strategy
Credit Derivatives 2000: Legal and Regulatory Update By: Conrad G. Bahlke and Paul N. Watterson. This is a very detailed article on the current legal and regulatory issues in credit derivatives and is an updated version of the authors' earlier article.
Hedging closer to happiness: This is an article in Freddie Mac's publication Secondary Mortgage Markets. The file will open with Adobe Acrobat Reader. Click here to access
Credit derivatives supplement in Derivatives Strategy In June 1997, the journal carried a supplement with several articles on credit derivatives. Click here to access
Credit derivatives: New methods for risk management, Australian CPA, March, 2000
Not on the web – this article by Natasha Beck discusses various types of credit derivatives with special reference to Australia.
Credit Derivatives: A Look at the Market, Its Evolution and Current Size
Class note on CIBC school Of financial products by Charles Smithson, Hal Holappa, and Shaun Rai, Risk, June 1996
Corporate Uses for Credit Derivatives:
The corporate perspective on managing credit risk with derivatives.
UNLOADING CREDIT RISK
Credit derivatives aren't just for banks anymore, but the new instruments aren't without their own faults.
BY Simon Boughey & Christopher Watts