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Derivatives and Risk Management by Ranganatham Ranganatham, Madhumathi Madhumathi

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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

12.1 Introduction

12.2 Credit Risk

12.3 Measurement of Credit Risk

12.4 Capital Requirement for Credit Risk

12.5 Credit Ratings

12.6 Credit Derivatives

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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