A Practical Guide to the 2003 ISDA Credit Derivatives Definitions

Download A Practical Guide to the 2003 ISDA Credit Derivatives Definitions PDF Online Free

Author :
Publisher : Euromoney Books
ISBN 13 : 9781843741473
Total Pages : 84 pages
Book Rating : 4.7/5 (414 download)

DOWNLOAD NOW!


Book Synopsis A Practical Guide to the 2003 ISDA Credit Derivatives Definitions by : Paul C. Harding

Download or read book A Practical Guide to the 2003 ISDA Credit Derivatives Definitions written by Paul C. Harding and published by Euromoney Books. This book was released on 2004 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt: Standard ISDA Confirmation documentation is used in over 95% of credit derivative transactions, and this book provides you with a complete annotation of the revised 2003 ISDA Credit Derivatives Definitions.

A Practical Guide to the 2003 ISDA Credit Derivatives Definitions

Download A Practical Guide to the 2003 ISDA Credit Derivatives Definitions PDF Online Free

Author :
Publisher :
ISBN 13 : 9781843744344
Total Pages : pages
Book Rating : 4.7/5 (443 download)

DOWNLOAD NOW!


Book Synopsis A Practical Guide to the 2003 ISDA Credit Derivatives Definitions by : Paul C. Harding

Download or read book A Practical Guide to the 2003 ISDA Credit Derivatives Definitions written by Paul C. Harding and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Practical Guide to the Isda Credit Derivatives Definitions

Download A Practical Guide to the Isda Credit Derivatives Definitions PDF Online Free

Author :
Publisher :
ISBN 13 : 9781843741268
Total Pages : pages
Book Rating : 4.7/5 (412 download)

DOWNLOAD NOW!


Book Synopsis A Practical Guide to the Isda Credit Derivatives Definitions by : Paul C. Harding

Download or read book A Practical Guide to the Isda Credit Derivatives Definitions written by Paul C. Harding and published by . This book was released on 2004-06 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Standard ISDA Confirmation documentation is used in over 95% of credit derivative transactions, and this book provides you with a complete annotation of the revised 2003 ISDA Credit Derivatives Definitions.

Mastering Securities Lending Documentation

Download Mastering Securities Lending Documentation PDF Online Free

Author :
Publisher : Pearson UK
ISBN 13 : 0273776444
Total Pages : 740 pages
Book Rating : 4.2/5 (737 download)

DOWNLOAD NOW!


Book Synopsis Mastering Securities Lending Documentation by : Paul Harding

Download or read book Mastering Securities Lending Documentation written by Paul Harding and published by Pearson UK. This book was released on 2013-09-23 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt: Securities lending master agreements are vital for covering securities loans between contracting parties. They also offer legal and credit protection and a close-out netting procedure if a party defaults or goes bankrupt. These agreements are widely used by banks, securities houses, pension funds, hedge funds and insurance companies. Mastering Securities Lending Documentation is a practical guide to understanding the negotiation of these master agreements used in the United Kingdom, United States and Europe. It is an essential handbook for anyone involved in negotiating these agreements and includes: An introduction to the history and operations of the market A clear, user-friendly explanation of all paragraphs of the master agreements An easy-to use split page format with the original text and commentary Examples of commonly negotiated additions and amendments and their implications Answers to legal, risk and operational questions

Credit Derivatives

Download Credit Derivatives PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 824 pages
Book Rating : 4.E/5 ( download)

DOWNLOAD NOW!


Book Synopsis Credit Derivatives by : Satyajit Das

Download or read book Credit Derivatives written by Satyajit Das and published by John Wiley & Sons. This book was released on 2005-05-09 with total page 824 pages. Available in PDF, EPUB and Kindle. Book excerpt: The key areas of new/enhanced coverage include: inclusion of latest developments in documentation (the 2003 Credit Derivative Definitions and market developments such as Master Confirmations); and description of developments in structured credit products including: portfolio products; up-front credit default swaps; quanto credit default swaps; credit swaptions; zero recovery credit default swaps; first-to-default swaps/Nth-to-default swaps; asset swaptions/synthetic lending facilities/structured asset swaps; constant maturity credit spread products and constant maturity credit default swaps; credit index products; equity default swaps; increased coverage of credit linked notes including repackaging structures.

OTC Derivatives: Bilateral Trading and Central Clearing

Download OTC Derivatives: Bilateral Trading and Central Clearing PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 1137293861
Total Pages : 315 pages
Book Rating : 4.1/5 (372 download)

DOWNLOAD NOW!


Book Synopsis OTC Derivatives: Bilateral Trading and Central Clearing by : David Murphy

Download or read book OTC Derivatives: Bilateral Trading and Central Clearing written by David Murphy and published by Springer. This book was released on 2013-08-07 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: After the credit crisis, supervisors enacted a range of financial reforms. In particular, they radically changed the nature of the OTC derivatives market via a number of measures, notably mandatory central clearing. This book discusses the market before the crisis, explains what central clearing is, and outlines the consequences of the new rules.

Paris-Princeton Lectures on Mathematical Finance 2010

Download Paris-Princeton Lectures on Mathematical Finance 2010 PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3642146597
Total Pages : 374 pages
Book Rating : 4.6/5 (421 download)

DOWNLOAD NOW!


Book Synopsis Paris-Princeton Lectures on Mathematical Finance 2010 by : Areski Cousin

Download or read book Paris-Princeton Lectures on Mathematical Finance 2010 written by Areski Cousin and published by Springer Science & Business Media. This book was released on 2011-06-29 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

Active Credit Portfolio Management

Download Active Credit Portfolio Management PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 3527501983
Total Pages : 581 pages
Book Rating : 4.5/5 (275 download)

DOWNLOAD NOW!


Book Synopsis Active Credit Portfolio Management by : Jochen Felsenheimer

Download or read book Active Credit Portfolio Management written by Jochen Felsenheimer and published by John Wiley & Sons. This book was released on 2006-03-10 with total page 581 pages. Available in PDF, EPUB and Kindle. Book excerpt: The introduction of the euro in 1999 marked the starting point of the development of a very liquid and heterogeneous EUR credit market, which exceeds EUR 350bn with respect to outstanding corporate bonds. As a result, credit risk trading and credit portfolio management gained significantly in importance. The book shows how to optimize, manage, and hedge liquid credit portfolios, i.e. applying innovative derivative instruments. Against the background of the highly complex structure of credit derivatives, the book points out how to implement portfolio optimization concepts using credit-relevant parameters, and basic Markowitz or more sophisticated modified approaches (e.g., Conditional Value at Risk, Omega optimization) to fulfill the special needs of an active credit portfolio management on a single-name and on a portfolio basis (taking default correlation within a credit risk model framework into account). This includes appropriate strategies to analyze the impact from credit-relevant newsflow (macro- and micro-fundamental news, rating actions, etc.). As credits resemble equity-linked instruments, we also highlight how to implement debt-equity strategies, which are based on a modified Merton approach. The book is obligatory for credit portfolio managers of funds and insurance companies, as well as bank-book managers, credit traders in investment banks, cross-asset players in hedge funds, and risk controllers.

Recovery Risk in Credit Default Swap Premia

Download Recovery Risk in Credit Default Swap Premia PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3834966665
Total Pages : 124 pages
Book Rating : 4.8/5 (349 download)

DOWNLOAD NOW!


Book Synopsis Recovery Risk in Credit Default Swap Premia by : Timo Schläfer

Download or read book Recovery Risk in Credit Default Swap Premia written by Timo Schläfer and published by Springer Science & Business Media. This book was released on 2011-05-18 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: Timo Schläfer exploits the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates. He shows that this allows isolating recovery risk without any of the rigid assumptions employed by priors and implements his approach using credit default swap data.

Creating Value Through Corporate Restructuring

Download Creating Value Through Corporate Restructuring PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 0470503521
Total Pages : 852 pages
Book Rating : 4.4/5 (75 download)

DOWNLOAD NOW!


Book Synopsis Creating Value Through Corporate Restructuring by : Stuart C. Gilson

Download or read book Creating Value Through Corporate Restructuring written by Stuart C. Gilson and published by John Wiley & Sons. This book was released on 2010-04-05 with total page 852 pages. Available in PDF, EPUB and Kindle. Book excerpt: An updated look at how corporate restructuring really works Stuart Gilson is one of the leading corporate restructuring experts in the United States, teaching thousands of students and consulting with numerous companies. Now, in the second edition of this bestselling book, Gilson returns to present new insight into corporate restructuring. Through real-world case studies that involve some of the most prominent restructurings of the last ten years, and highlighting the increased role of hedge funds in distressed investing, you'll develop a better sense of the restructuring process and how it can truly create value. In addition to "classic" buyout and structuring case studies, this second edition includes coverage of Delphi, General Motors, the Finova Group and Warren Buffett, Kmart and Sears, Adelphia Communications, Seagate Technology, Dupont-Conoco, and even the Eurotunnel debt restructuring. Covers corporate bankruptcy reorganization, debt workouts, "vulture" investing, equity spin-offs, asset divestitures, and much more Addresses the effect of employee layoffs and corporate downsizing Examines how companies allocate value and when a corporation should "pull the trigger" From hedge funds to financial fraud to subprime busts, this second edition offers a rare look at some of the most innovative and controversial restructurings ever.

Taming Risk

Download Taming Risk PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 244 pages
Book Rating : 4.3/5 ( download)

DOWNLOAD NOW!


Book Synopsis Taming Risk by : Mark Fisher

Download or read book Taming Risk written by Mark Fisher and published by . This book was released on 2005 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: Taming Risk is aimed at professionals involved in credit portfolio management in banks, insurance companies, money funds and government agencies, as well as risk managers and regulators.

Credit Derivatives and Structured Credit

Download Credit Derivatives and Structured Credit PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 0470026235
Total Pages : 294 pages
Book Rating : 4.4/5 (7 download)

DOWNLOAD NOW!


Book Synopsis Credit Derivatives and Structured Credit by : Richard Bruyere

Download or read book Credit Derivatives and Structured Credit written by Richard Bruyere and published by John Wiley & Sons. This book was released on 2006-06-14 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the past decade, credit derivatives have emerged as the key financial innovation in global capital markets. At end 2004, the market size hit $6.4 billion (in notional amounts) from virtually nothing in 1995. This rise has been spurred by the imperative for banks to better manage their risks, not least credit risks, and the appetite shown by institutional investors and hedge funds for innovative, high yielding structured investment products. As a result, growth in collateralized debt obligations and other second-generation products, such as credit indices, is currently phenomenal. It is enabled by the standardization and increased liquidity in credit default swaps – the building block of the credit derivatives market. Written by market practitioners and specialists, this book covers the fundamentals of the credit derivatives and structured credit market, including in-depth product descriptions, analysis of real transactions, market overview, pricing models, banks business models. It is recommended reading for students in business schools and financial courses, academics, and professionals working in investment and asset management, banking, corporate treasury and the capital markets. Highlights include: Written by market practitioners and specialists with first-hand experience in the credit derivatives and structured credit market A clearly-written, pedagogical book with numerous illustrations Detailed review of real-case transactions A comprehensive historical perspective on market developments including up-to-date analysis of the latest trends

Dalhuisen on Transnational Comparative, Commercial, Financial and Trade Law Volume 3

Download Dalhuisen on Transnational Comparative, Commercial, Financial and Trade Law Volume 3 PDF Online Free

Author :
Publisher : Bloomsbury Publishing
ISBN 13 : 1509926569
Total Pages : 1037 pages
Book Rating : 4.5/5 (99 download)

DOWNLOAD NOW!


Book Synopsis Dalhuisen on Transnational Comparative, Commercial, Financial and Trade Law Volume 3 by : Jan H Dalhuisen

Download or read book Dalhuisen on Transnational Comparative, Commercial, Financial and Trade Law Volume 3 written by Jan H Dalhuisen and published by Bloomsbury Publishing. This book was released on 2019-06-13 with total page 1037 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the seventh edition of the leading work on transnational and comparative commercial, financial, and trade law, covering a wide range of complex topics in the modern law of international commerce and finance. As a guide for students and practitioners it has proven to be unrivalled. The work is divided into three volumes, each of which can be used independently or as part of the complete work. Volume 3 deals with financial products and financial services; the structure and operation of banking and of the capital markets; the role of modern commercial and investment banks; and financial risk, stability and regulation, including the fallout from the 2008 financial crisis and the subsequent regulatory responses in the US and Europe. In sections on products and services, the blockchain and its potential are noted in the payment system, in the custodial holdings of investment securities, and in the derivative markets. A section on regulation critically reviews the need for macro-prudential supervision and an independent macro-prudential supervisor, the role of resolution authorities, the operation of the shadow banking system, and the extraterritorial reach and international recognition of financial regulation. All three volumes may be purchased separately or as part of a single set.

Mastering the ISDA Master Agreements ebook

Download Mastering the ISDA Master Agreements ebook PDF Online Free

Author :
Publisher : Pearson UK
ISBN 13 : 0273725726
Total Pages : 818 pages
Book Rating : 4.2/5 (737 download)

DOWNLOAD NOW!


Book Synopsis Mastering the ISDA Master Agreements ebook by : Paul Harding

Download or read book Mastering the ISDA Master Agreements ebook written by Paul Harding and published by Pearson UK. This book was released on 2011-01-10 with total page 818 pages. Available in PDF, EPUB and Kindle. Book excerpt: Published by the International Swaps and Derivatives Association, the 1992 and 2002 ISDA® Master Agreements are the main contracts used in the over the counter global derivatives market. Mastering the ISDA Master Agreements provides a practical, clear and useful guide to help understand and negotiate these Master Agreements. This revised and updated edition is an essential handbook for anyone involved in negotiating agreements, from financial institutions through to fund managers, law firms, credit officers, regulators and business students. The new edition includes: Increased focus on the 200.

Dalhuisen on Transnational and Comparative Commercial, Financial and Trade Law Volume 5

Download Dalhuisen on Transnational and Comparative Commercial, Financial and Trade Law Volume 5 PDF Online Free

Author :
Publisher : Bloomsbury Publishing
ISBN 13 : 1509949607
Total Pages : 531 pages
Book Rating : 4.5/5 (99 download)

DOWNLOAD NOW!


Book Synopsis Dalhuisen on Transnational and Comparative Commercial, Financial and Trade Law Volume 5 by : Jan H Dalhuisen

Download or read book Dalhuisen on Transnational and Comparative Commercial, Financial and Trade Law Volume 5 written by Jan H Dalhuisen and published by Bloomsbury Publishing. This book was released on 2022-06-16 with total page 531 pages. Available in PDF, EPUB and Kindle. Book excerpt: “... presents a very different case: that of a civilized and cultivated cosmopolitan legal scholar, with a keen sense of international commercial and financial practice, with an in-depth grounding in both comparative legal history and comparative law, combined with the ability to transcend conventional English black-letter law description with critical judgment towards institutional wisdom and intellectual fashions.” (International and Comparative Law Quarterly) Volume 5 of this new edition uses the insights developed in Volumes 3 and 4 to deal with financial products and financial services, the structure and operation of banking and of the capital markets, and the role of modern commercial and investment banks. Sections on products and services address the blockchain and its potential in the payment system, in securitisations, in the custodial holdings of investment securities, and in the derivative markets. The complete set in this magisterial work is made up of 6 volumes. Used independently, each volume allows the reader to delve into a particular topic. Alternatively, all volumes can be read together for a comprehensive overview of transnational comparative commercial, financial and trade law.

Collective Action Clauses and the Restructuring of Sovereign Debt

Download Collective Action Clauses and the Restructuring of Sovereign Debt PDF Online Free

Author :
Publisher : Walter de Gruyter
ISBN 13 : 3110314525
Total Pages : 280 pages
Book Rating : 4.1/5 (13 download)

DOWNLOAD NOW!


Book Synopsis Collective Action Clauses and the Restructuring of Sovereign Debt by : Patrick S. Kenadjian

Download or read book Collective Action Clauses and the Restructuring of Sovereign Debt written by Patrick S. Kenadjian and published by Walter de Gruyter. This book was released on 2013-08-01 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume contains articles based on presentations given at a conference hosted by the Institute for Law and Finance of Goethe University on October 27, 2011. Collective action clauses are an example of the typical dichotomy of financial regulation: While the problems are economic in nature, the solutions need to be implemented by law. The Institute for Law and Finance strives to bring together law and finance in order to foster a better mutual understanding of both disciplines and to improve the regulation of financial markets. Thus, the organizers are particularly pleased that eminent experts from the fields of law and finance agreed to participate in the event and to share their views on and experiences with collective action clauses. The presentations given at the conference have been updated in 2012 to reflect recent developments.

Synthetic and Structured Assets

Download Synthetic and Structured Assets PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 0470031530
Total Pages : 280 pages
Book Rating : 4.4/5 (7 download)

DOWNLOAD NOW!


Book Synopsis Synthetic and Structured Assets by : Erik Banks

Download or read book Synthetic and Structured Assets written by Erik Banks and published by John Wiley & Sons. This book was released on 2006-02-03 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Organized along product lines, the book will analyze many of the original classes of structured assets, including mortgage- and asset-backed securities and strips, as well as the newest structured and synthetic instruments, including exchange-traded funds, credit derivative-based collateralized debt obligations, total return swaps, contingent convertibles, and insurance-linked securities. Two introductory chapters will outline the scope of the market, key definitions, participant motivations/goals, economics of structuring and synthetic replication, and the central "building blocks" used in the creation of synthetic/structured assets (including on-balance sheet assets and liabilities, derivatives, shelf registration debt programs, private placements, trusts, and special purpose entities). Eight product chapters will then examine the main instruments of the marketplace: mortgage- and asset-backed securities, stripped/reconstituted government securities, collateralized debt obligations, structured notes, insurance-linked securities, exchange-traded funds, convertible bond variations, and derivatives/synthetic asset replication. Each product chapter will contain product descriptions, structural features (e.g., trading conventions, settlement), arbitrage/investment drivers, and various worked examples and diagrams that emphasize practical investment and risk applications; financial mathematics will be kept to a minimum. A concluding chapter will review the essential risk, legal, regulatory, and accounting features of synthetic and structured assets in the world's major markets.