Introduction to Credit Default Swap on ABS CDS
Laurie S. Goodman, Shumin Li, Douglas J. Lucas, Thomas A. Zimmerman, Frank J. Fabozzi
Abstract
Laurie S. Goodman, Shumin Li, Douglas J. Lucas, Thomas A. Zimmerman, Frank J. Fabozzi
Abstract
This chapter contains sections titled: Corporate CDS Fundamentals and Terminology Differences Between Corporate CDS and ABS CDS Difficulties in ABS CDS ABS CDS Effect on ABS CDO Management Two New Types of ABS CDOs Summary
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This chapter contains sections titled: Corporate CDS Fundamentals and Terminology Differences Between Corporate CDS and ABS CDS Difficulties in ABS CDS ABS CDS Effect on ABS CDO Management Two New Types of ABS CDOs Summary
Key concepts: Credit default swap, Collateralized debt obligation, Business, Swap (finance), Credit derivative, Terminology, iTraxx, Financial system