Overview of Credit Derivatives: Focusing on the Indian Credit Derivatives Market Book

Credit Derivatives covers valuation and pricing of various credit derivative instruments, including their trading, structuring, cash and physical settlement, ISDA documentation, FAS and IFRS accounting treatment and regulatory guidelines. Using real-world case studies, the book provides an all-inclusive overview of the global and Indian credit derivative market, their auction and settlement process in the event of a default. Table of Content: Credit Derivatives Overview Credit Default Swaps CDS Investor Strategies Indices and Basket Products CDS Big Bang and Small Bang CDS Credit Event Auction CDS Structural Roadmap Regulatory Overview Hedge Accounting of Credit Derivatives Subprime Crisis and Credit Derivatives Credit Derivatives Over the Years Credit Derivatives and Systemic Risk Appendix 1 Valuation Methodology for Liquid and Illiquid NamesAppendix 2 Indian Credit Derivatives Determinations Committee RulesAppendix 3 User Master Credit Derivatives Confirmation Agreement for Indian Corporate BondsAppendix 4 Guidelines on Capital Adequacy and Exposure Norms for Credit Default SwapsIndex

• Book Type :

Business&Economics

• Book Binding :

Paperback

• Language :

English

• Number of Pages :

448 pages

• ISBN - 10 :

1259028410

• Credit Derivatives: Focusing on the Indian Credit Derivatives Market Published On :

Jul 2014

• Resource:

Students and Professionals:Business&Economics

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