Credit Derivatives

Ren Raw Chen; Jing Zhi Huang

doi:10.1007/978-3-030-91231-4_6

Credit Derivatives

Ren Raw Chen^*, Jing Zhi Huang

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

Credit derivatives are instruments used to measure, manage, and transfer credit risk. Recently, there has been an explosive growth in the use of these instruments in the financial markets. This chapter reviews the structure and use of some credit derivative instruments that are popular in practice.

Original language	English
Title of host publication	Encyclopedia of Finance, Third Edition
Publisher	Springer International Publishing
Pages	573-584
Number of pages	12
ISBN (Electronic)	9783030912314
ISBN (Print)	9783030912307
DOIs	https://doi.org/10.1007/978-3-030-91231-4_6
State	Published - 01 01 2022
Externally published	Yes

Bibliographical note

Publisher Copyright:
© Springer Nature Switzerland AG 2022.

Keywords

Asset swaps
Basket default swaps
Credit default swaps
Credit derivatives
Credit risk
Credit spread options
Credit spreads
Default risk
Default swaps
Total return swaps

Access to Document

10.1007/978-3-030-91231-4_6

Cite this

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keywords = "Asset swaps, Basket default swaps, Credit default swaps, Credit derivatives, Credit risk, Credit spread options, Credit spreads, Default risk, Default swaps, Total return swaps",

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KW - Credit risk

KW - Credit spread options

KW - Credit spreads

KW - Default risk

KW - Default swaps

KW - Total return swaps

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Credit Derivatives

Abstract

Bibliographical note

Keywords

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