Credit Derivatives: Structures, technology and prospects
Despite a decade of doom-laden predictions, the credit derivatives market has overcome 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 new intelligence report from IFR, 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 and more
- 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.
Published July 2007, Credit Derivatives: Structures, technology and prospects is now HALF PRICE at just £398/US$807.
