Credit Derivatives and Structured Credit: A Guide for Investors

Further Reading

Bank of International Settlements. 2001. Basel Committee on Banking Supervision, The New Basel Capital Accord, Basel, January.

Bank of International Settlements. 2001. 71st Annual Report, Basel, July.

Bank of International Settlements. 2001. The Global OTC Derivatives Market at End-June 2001, Basel, 20 December.

Bank of International Settlements. 2003. OTC Derivatives Market Activity in the First Half of 2003, Basel, 12 November.

Bank of International Settlements. 2004. OTC Derivatives Market Activity in the Second Half of 2003, Basel, 14 May.

Bank of International Settlements. 2005. Monetary and Economic Department, International Banking and Financial Market Developments, Basel, June.

Baudu, L.J. 2003. Pourquoi Buffett les déteste. La Tribune, 31 March, p. 2.

Bielecki, T. and Rutkowski, M. 2002. Credit Risk: Modeling, Valuation and Hedging. Springer Finance.

Braouezec, Y. 2003. Les options réelles. Economica.

Bream, R. and Wiggins, J. 2002. Step-up bond deal fashion may return. Financial Times, 24 January, p. 22.

Bream, R. and Wiggins, J. 2002. Financial insurers step into spotlight. Financial Times, 15 August, p. 19.

British Bankers' Association. BBA credit derivatives reports (1996, 1999–2000, 2001–2002, 2003–2004).

Brody, K. 2003. CDO market looks to a broader asset base. Risk, May, pp. S10–S11.

Brown, M. (with research by D. Skalinder). 2004. Lead banks sit pretty atop volatile market (Capital raising and risk management poll). Euromoney, October, pp. 42–54. ...