credit derivatives

HOW much damage could unstable credit derivatives do to the financial system?

It involved foolishness and loss but it did not invalidate the internet any more than this upheaval invalidates credit derivatives.

The advent of credit derivatives seems to have forced down these premiums.

But because there was not a liquid market for insurance on Indonesian companies, lenders bought credit derivatives on Indonesia itself.

The executive added that "if you look at the market for credit derivatives it far exceeds the size of the U. S. assistance package. "

She is also determined to clamp down on some of the abuses that have marred the credit derivatives sphere in recent years.

Credit derivatives should be limited to a small proportion above the outstanding credit obligations.

That decision forced the insurer to seek at least $13 billion in extra collateral to back its credit derivatives.

These holdings are in addition to those in credit derivatives which led to losses and have already mired the bank in controversy.

Second, to fix the credit derivatives problem it was necessary to involve a large and diverse pool of financial institutions.

Ultimately, the bourses hope to turn credit derivatives into exchange-traded products.

During the writing, I looked up many relevant references about credit risk and credit derivatives, which mainly come from overseas.

Last, credit derivatives are introduced to help obliges hedge loss exposure in default.

The status of the ISDA Supplement to the Credit Derivatives Definitions in relation to Convertible securities has proved problematic.

The settling of credit derivatives linked to the now-bankrupt newspaper group Tribune last week provided evidence of the potential downside.

The question that Father Christmas poses to every child whoclamours for a present also haunts the credit-derivatives market.

The moves follow mounting criticism of the credit derivatives world, which some regulators claim contributed to problems at AIG.

Reporting on authorized institutions activities in the credit derivatives market and their positions in asset securitisation.

It is likely to gain responsibilities in the regulatory revamp, including oversight of the credit derivatives market.

They owned credit derivatives, which paid out when the company went under.

In his academic research, Mr Hu has repeatedly highlighted the systemic risks created by credit derivatives and other complex instruments.

Credit derivatives is an important instrument transferring credit risks.

Chief among them is the creation of a central clearing house for credit derivatives.

Last year, Saxony's Landesbank, Sachsen LB, was one of the first German banks to disclose big losses on credit derivatives.

It spawned a panic in the commercial-paper, credit-derivatives and bank-funding markets that dramatically worsened banks' liquidity.

The second is the low cost of credit, and the rapid growth in credit derivatives, which allow investors to insure against default.

Thus far, the Americans and Europeans have not even managed to agree on where a clearing house for credit derivatives should sit.

Credit derivatives are soaring in value and payment-in-kind notes (which pay interest with more debt, rather than cash) are in vogue.

Credit default swaps make up the majority of the rapidly expanding $26, 000bn credit derivatives market.

But the issue that has most hurt credit-derivatives buyers, analysts say, is an arcane and technical one.

As a kind of credit derivatives, credit default swap(CDS) has introduced revolutionary changes to the management of credit risks.

But as collateral calls mounted on the credit derivatives, and AIG admitted to new problems, it became plain that the loan was too small.

These credit derivatives have exploded in recent years, to an outstanding notional amount of $43 trillion.

The NAFMII report said Chinese credit derivatives must follow the principles of simplicity and transparency and cater to the 'real' economy.

A clampdown is coming in credit derivatives; America's Department of Justice has joined those probing that market.

The issue is not merely loans and holdings of eurozone bonds; there is limited granular, real-time data on credit derivatives exposure.

Credit derivatives which can separate credit risk from other risk are an innovation in credit risk management.

Credit derivatives, which were supposed to diffuse risk, instead concentrated it.

Credit derivatives, in their original conception, aimed at the same thing.

"Credit derivatives are at this stage, and there is no point in resisting this any longer. "

Hence the explosion of credit derivatives, off-balance sheet vehicles and the rest.

Today, hedge funds, private equity and those involved in credit derivatives play important, and as yet largely untested, roles.

Synthetic Collateralized Debt Obligation An artificial collateralized debt obligation that is backed by a pool of credit derivatives.

Thirdly, we study the structures and the pricing mechanisms of credit derivatives.

That could, in turn, raise borrowing costs for bond issuers, says Tim Backshall of Credit Derivatives Research.

The first is the explosion of credit derivatives, which protect buyers from the risk of default.

This paper introduces a pricing method for equity default swap. By Merton (1974) model, we consider EDS as a kind of credit derivatives.

The first is the role OTC credit derivatives played in amplifying the financial crisis.

Past attempts to trade credit derivatives on bourses have flopped.

How to estimate credit risk in single debt or portfolios and regulate credit derivatives are needed further investigation.

Therefore how to set up perfect legal system of credit derivatives transaction becomes an important legal subject at present.

THE past few months have been trying for buyers of credit derivatives.

Because the credit derivatives market was unregulated, details of the deals weren't available.

Why has the controversy over credit derivatives blown up?

Reyfman and Toft. Credit Derivatives - A Risk Management Tool for Non-Bank Corporations. (2001).

The new rules will bring things such as credit derivatives and credit-rating agencies into the regulatory net.

Between 2004 and 2007, the world of CDOs and credit derivatives exploded at a stunning pace, creating fat profits for some banks.

The credit derivatives people are telling the private equity people that there is a limit on the capacity they can provide.

But credit derivatives have yet to face a really bracing test.

For example, the market for credit derivatives galloped far ahead of its supporting infrastructure.

The third quirk of credit derivatives is that they allow corporate bonds tobe sliced and diced on the basis of risk.

In the wake of last year's brutal financial turmoil, the protocol will reorganise how credit derivatives contracts work around the world.

In the process, the massive market for credit derivatives will be put to an even bigger test than it has been in 2008.

Credit derivatives, for example, allow investors to separate the risk of default from other risks, such as interest-rate movements.

The Features of Different Types of Credit Derivatives And Their Contributions to Economic Efficiency

Credit derivatives: an innovative risk management instrument

analysis of microcosmic financial efficiency of credit derivatives

The Effects and Policy Recommendations of Credit Derivatives on Financial Stability

Study on the Application of Credit Derivatives in Bank Lending Combination Management

Study of the model of credit derivatives

On Designing of Credit Derivatives in the Framework of New Basel Capital Agreement

Credit Derivatives and Their Applications in Credit Risk Management

Study on control mechanism of credit risk for Credit Derivatives and loan securitization

Application of credit derivatives in commercial bank risk management

survey on credit derivatives and asset securitisation activity

Analysis on the Origin of Credit Derivatives and Their Development Obstacles

Credit Derivatives and Their Application in Credit Risk Management

Credit Derivatives Research has devised a counterparty-risk index, based on the cost of insuring against default of 15 large banks;

Credit Derivatives in Bond Portfolio Management

Credit Derivatives and Risk Management of Commercial Bank

The Game Analysis on Credit Derivatives Transaction

An Inspiration of the Credit Derivatives

survey on credit derivatives activity

The Role of Credit Derivatives in Credit Risk Management

Manage credit risk of bank by credit derivatives

Greenspan's Views on Credit Derivatives

This chapter first reviews the emergence of credit derivatives and the development process;

An Exploration of the Application of Credit Derivatives in China