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СREDIT DERIVATIVES AS A TOOL OF CREDIT RISK MINIMIZATION

Journal: Science Journal "NovaInfo" (Vol.2, No. 63)

Publication Date:

Authors : ; ;

Page : 232-235

Keywords : METHODS OF CREDIT RISK MINIMIZATION; CREDIT RISK; CREDIT DERIVATIVES; CREDIT RISK MANAGEMENT; STRUCTURAL MODELS; REDUCED MODELS OF RISK IDENTIFICATION;

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Abstract

The article considers the core of credit derivatives as a way to minimize credit risk. The article identifies the following types of credit derivatives: Credit default swap, credit-linked notes and total return swap. The main methods of application of credit derivatives as a way to minimize the credit risk in the form of structural models and reduced models were also addressed in the article.

Last modified: 2017-09-20 17:42:43