Portfolio credit derivatives and introduction to structured credit trading
Vinod Kothari
Abstract
Vinod Kothari
Abstract
This chapter contains sections titled: Portfolio credit derivatives vs. single-name credit derivatives Key features of portfolio formulation Number and sizing of the tranches Range of structured credit products Funded and unfunded transactions Special purpose vehicles (SPVs)
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This chapter contains sections titled: Portfolio credit derivatives vs. single-name credit derivatives Key features of portfolio formulation Number and sizing of the tranches Range of structured credit products Funded and unfunded transactions Special purpose vehicles (SPVs)
Key concepts: Portfolio, Credit derivative, Credit valuation adjustment, Key (lock), Business, Range (aeronautics), Computer science, Finance