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Market Risk - Credit Derivative

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063426-0188

A highly focused compilation of articles on Credit Derivatives. Articles may come from The RMA Journal, The Commercial Lending Newsletter, or RMA’s publication, Credit Considerations.

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Table of Contents

    The ISDA Agreement: Key Document Considerations in Today's Market, Opincar, Scott ; Asbrock, Melissa, The RMA Journal, v92n4, 74-77, 4 pages Dec/Jan 2009.

     

    Credit Default Swaps and the Issue of Restructuring: Documentation, Market Practice, and Risk Management, Marshall, Louise, The RMA Journal, v85n8, 32-35, 4 pages May 2003.

     

    Community Banker Guide to Credit Derivatives : Part II : Uses, Risks and the Future, Malhotra, D.K. ; Garritt, Francis ; Russel, Philip, The RMA Journal, v84n4, 54-58, 5 pages Dec  2001.

     

    Community Banker Guide to Credit Derivatives : Part I : The Basics, Malhotra, D.K. ; Garritt, Francis ; Russel, Philip, The RMA Journal, v84n3, 42-46, 5 pages Nov  2001.

     

    Credit Derivatives and Structured Products: Diversification Tools for Regional and Community Banks, Kresse, Andrew L. The RMA Journal, v83n5, 96-101, 6 pages Feb 2001.

     

    Credit Derivatives: Implications for Bank Portfolio Management, Smithson, Charles ; Hayt, Gregory, Journal of Lending & Credit Risk Management, v82n7, 42-44, 3 pages Apr 2000.

     

    How the Market Values Credit Derivatives, Smithson, Charles ; Hayt, Gregory, Journal of Lending & Credit Risk Management, v82n6, 62-64, 3 pages Mar 2000.

     

    Credit Derivatives: The Basics, Smithson, Charles ; Hayt, Gregory, Journal of Lending & Credit Risk Management, v82n5, 58-60, 3 pages Feb 2000.

     

    Challenges and Opportunities for the Credit Derivatives Market, Hirani, Sunil G. ; McEvoy, John P. Journal of Lending & Credit Risk Management, v82n4, 82-88, 7 pages Dec 1999.

     

    Considerations in Measuring the Credit Risk in Derivatives, Glibert, Jeffrey ; Cherniavsky, Leon, Journal of Lending & Credit Risk Management, v80n7, 58-65 8 pages Mar 1998.

     

    Credit Derivatives:  A User's Observations, Ranson, Brian J. Journal of Lending & Credit Risk Management, v79n9, 34-37, 4 pages  May 1997.

     

    Credit Derivatives:  The New Wave in Risk Management, Rai, Shaun ; Holappa, Hal, Journal of Lending & Credit Risk Management, v79n9, 26-33, 8 pages  May 1997.

     

    An Introduction to Credit Derivatives, Whittaker, Gregg ; Frost, Joyce, Journal of Lending & Credit Risk Management, v79n9, 15-25, 11 pages  May 1997.

     

    The Office of the Comptroller of the Currency Recently Issued Guidance to Banks That Use Credit Derivatives in an Attempt to Manage the Credit Risk in Their Portfolio More Efficiently., Commercial Lending Newsletter, v28n10, 2, 1 page  Oct 1996.

     

    Managing Credit and Market Risk as a Buyer of Credit Derivatives, Hart, David, Journal of Commercial Lending, v78n3, 38-43, 6 pages  Nov 1995.