GARP Digital Library

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Books/Articles By


  Author:  Tavakoli, Janet

 
 

Chapter 58

Reading Title:
Reading Author(s):
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Book Editor:
Chapter:
58
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   FREE
 
Affiliate & Non-Member:            US$$5.00

Summary:

Credit derivatives expert Janet Tavakoli`s retrospective on how investors overlooked CDO warning signs and got little help from regulators and rating agencies.






Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   FREE
 
Affiliate & Non-Member:            US$$5.00

Summary:

Investors transacting in CDOs must hurdle a variety of different obstacles in order to succeed. Janet Tavakoli examines the main hazards investors should consider when trading these credit instruments and explains how banks can potentially mislead investors and regulators when they sell tranches of synthetic CDOs.





Chapter 3

Reading Title:
Reading Author(s):
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Book Author(s):
Chapter:
3
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$6.00
 
Affiliate & Non-Member:            US$$6.50

Topics Covered:

Credit risk, single-name credit derivatives, credit default swap, notional amount, default event, plain vanilla credit default swap, credit default swap term sheet, default protection seller, defining the default event, sovereign credit default language, basis risk, materiality, price adjustments, substitution, termination payments, digital cash payment, par minus post-default price method, initial price minus post-default price method, normalized price minus post-default price method, pricing credit default swaps, expected loss, default probability, recovery rate, loss exposure, funding cost arbitrage




Chapter 6

Reading Title:
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Book Title:
Book Author(s):
Chapter:
6
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$6.50
 
Affiliate & Non-Member:            US$$7.00

Topics Covered:

Credit risk, credit-linked note (CLN), credit default-linked note, principal-protected note, boosted coupon note, reduced coupon note, CLN term sheet, credit-sensitive note, index-linked note




Chapter 4

Reading Title:
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Book Title:
Book Author(s):
Chapter:
4
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$6.50
 
Affiliate & Non-Member:            US$$7.00

Topics Covered:

Credit risk, market risk, asset swap switches, asset swap swap, knock-in options, credit spread options, credit spread forwards, credit spread swaps, balance sheet swaps, callable step-ups, regulatory capital requirements, synthetic lending facilities (SLF), synthetic credit facilities (SCF), credit-linked note term sheet, basis risk, cash redemption amount, basket credit default swaps, basket credit default swap term sheet, pricing basket credit default swaps, unexpected loss, knock-in basket options, pro rata default structures




Chapter 9

Reading Title:
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Book Title:
Book Author(s):
Chapter:
9
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$6.50
 
Affiliate & Non-Member:            US$$7.00

Topics Covered:

Credit risk, risk management, credit derivatives, basis risk, delivery, credit events, enterprise credit risk management, internet trading




Chapter 8

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
8
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$6.50
 
Affiliate & Non-Member:            US$$7.00

Topics Covered:

Credit risk, market risk, risk management, credit derivatives documentation, credit event definitions, bankruptcy, credit event upon merger, cross acceleration, cross default, currency convertibility, downgrade, failure to pay, governmental action, market disruption, repudiation, restructuring, relevant domestic currency, government entity, government obligation, reference entity, reference obligation, booking issues, regulatory capital, booking in nonbank entities, cross-border issues




Chapter 5

Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Chapter:
5
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$6.50
 
Affiliate & Non-Member:            US$$7.00

Topics Covered:

Credit risk, sovereign risk, emerging markets, Brady bonds, tax arbitrage, home currency advantage, currency risk, inconvertibility, nontransferability, commodity money, credit, fiat money, special events risk, currency convertibility risk protection term sheet, pricing convertibility protection, cross-border issues





Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   FREE
 
Affiliate & Non-Member:            US$$5.00

Summary:

Rating agencies play an important role in the evaluation of structured finance deals. But do the agenies provide consistent and reliable ratings for the credit risk community? Do they use different approaches when evaluating synthetic CDOs? And what purpose do these ratings really serve? Janet Tavakoli investigates.






Reading Title:
Reading Author(s):
Book Title:
Book Author(s):
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   FREE
 
Affiliate & Non-Member:            US$$5.00

Summary:

Whether you are a borrower, an investor or a risk manager, writes Janet Tavakoli, the current subprime mortgage market is rife with danger.Tavakoli discusses the impact that predatory lending practices have had on borrowers and investors, explores the role investment banks have played in the rise and fall of subprime ... click here for more details.




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