chapter 12
Credit Derivative Instruments
Learning Objectives
After reading this chapter, you will be able to understand
- the meaning of credit risk and the need for hedging against it
- how to measure credit risk
- the need for credit derivative instruments
- regulation of credit derivative instruments
- credit derivative structures and their application
Chapter Outline
12.3 Measurement of Credit Risk
12.4 Capital Requirement for Credit Risk
12.7 Structured Credit Instruments
12.8 Trading Strategies of Credit Derivatives
12.9 Risk associated with Credit Derivatives
THE SITUATION
Emerald readymade garments Pvt. Ltd. has a liberal credit policy to boost its sales, because ...
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