2008Unpublished venueRequires access

Portfolio credit derivatives and introduction to structured credit trading

Vinod Kothari

Open publisher page 1 citations

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)

About this research paper

What this paper is about

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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OpenAlex reports 1 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available 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)

Key concepts: Portfolio, Credit derivative, Credit valuation adjustment, Key (lock), Business, Range (aeronautics), Computer science, Finance

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