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| Author: | |
| Title: | Credit risk |
| Journal: | Risk
2004 : APR, VOL. 17:4, p. 17-31 |
| Index terms: | credit derivative securities hedging risk risk management |
| Language: | eng |
| Abstract: | This article is a special report discussing current issues in the field of credit risk. It comprises of separate sections entitled Global credit, Valuation and Credit defaults. The first one takes a look at the prospects of global credit markets. The second examines the valuation of credit derivatives. The third reports on the recent emergence of a tranched CDO market. |
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