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.
Alternatively, please email managementreports@thomsonreuters.com or call +44(0)20 7369 7317 (EMEA), +852 8302 0265 (Asia) and +632 858 7473 (Americas).