8

265-282

18

 

John Wiley & Sons, Inc. (Visit publisher website)

2001

English

 

 

 

Non-Technical

 

 

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

 

8.1 Hidden costs in default language
8.1.1 Credit event
8.1.2 Credit event definitions
8.1.3 General definitions
8.2 Guarantees, insurance, and credit derivatives
8.3 Booking issues
8.4 Regulatory capital
8.5 Booking in nonbank entities
8.6 Selected cross-border issues

 

If you are interested in purchasing the book, please click here.

 

*** From the publisher ***

Fully revised and updated.

Here is the only comprehensive source that explains the various instruments in the market, their economic value, how to document trades, and more. This new edition includes enhanced treatment of U.S. and worldwide regulatory issues, and new product structures.

"If you want to know more about credit derivatives--and these days an increasing number of people do--then you should read this book."
--Merton H. Miller, winner, Nobel Prize in Economics, 1990

"Tavakoli brings extraordinary insight and clarity to this fascinating financial evolution . . ."--Carl V. Schuman, Manager, Credit Derivatives, West LB New York

Janet M. Tavakoli (Chicago, IL) is Vice President of the Chicago branch of Bank of America, where she directs the company`s overall marketing of global derivatives and manages its CreditMetrics initiative.