haku: @indexterm Hedging / yhteensä: 349
viite: 25 / 349
| Tekijä: | Wolcott, R. |
| Otsikko: | Calm at the eye of the storm? |
| Lehti: | Euromoney
2007 : OCT, VOL. 38:462, p. 60-63 |
| Asiasana: | portfolio management banks banking hedging liquidity loans |
| Kieli: | eng |
| Tiivistelmä: | This paper reviews credit portfolio management and the situation in the market for collateralized loan obligations (hereafter as CLO) paying particular attention to the challenges of bank credit portfolio managers. According to article the closure of the CLO market credit as well as the lack of liquidity in credit default swaps are the reasons for the limitations of portfolio managers' variety of available hedging tools. |
SCIMA