Credit Derivatives: Structures, Technology and Prospects

BY ROECH CREDIT


Despite a decade of doom-laden predictions, the credit derivatives market overcame major global events and transformed the capital markets. The growth has been phenomenal - with notional principal outstanding volume of CDS standing at $34.5 trillion, compared to $2.15 trillion just 4 years ago.

Credit Derivatives: Structures, Technology and Prospects, a definitive intelligence report from IFR Market Intelligence, offers seasoned players and newcomers alike an expert insight into this dynamic market and its instruments, examining:

  • structures of all current credit instruments, from the basic CDS through to more recent
    developments like CDO2, CDO3, CPPI, CPDO, CDPC
  • quantitative aspects of the products from single name to portfolio credit derivative
  • the technology required to support existing credit instruments as well as the new technologies that will be key in developing new products
  • challenges and obstacles facing both front and back offices as they work together to exploit ever more complex and diverse markets.

Written by a team of some of the most experienced market participants in the world, this report gives a unique, timely and highly informed viewpoint that should make essential reading for anyone with a stake in the credit market.

For more information on this report, view the contents list, read about the expert authors, or download the comprehensive brochure.

Credit Derivatives: Structures, Technology and Prospects is now available at HALF PRICE for just £398/US$807/€478. Order online now.

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