credit-derivatives

Learning objectives: Compare different types of credit derivatives, explain how each one transfers credit risk and describe their advantages and disadvantages. Explain different traditional approaches or mechanisms that firms can use to help mitigate credit risk. Evaluate the role of credit...

Hi all, I have some doubt regarding this part in Gregory, chapter 4: "Hedging: Hedging counterparty risk with instruments such as credit default swaps (CDSs) aims to protect against potential default events and adverse credit spread movements. o Hedging creates operational risk and additional...

Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...

Learning objective: Describe the different types and structures of credit derivatives including ... first-to default put, total return swaps (TRS), asset-backed credit-linked note (CLN), and their applications. Questions: 608.1. Mainway Bancrop has a long cash position in a $500.0 million...