ISBN 9781259028410,Credit Derivatives: Focusing On The Indian Credit Derivatives Market

Credit Derivatives: Focusing On The Indian Credit Derivatives Market



Tata McGraw - Hill Education

Publication Year 2014

ISBN 9781259028410

ISBN-10 1259028410


Number of Pages 448 Pages
Language (English)

Budgeting & financial management

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 Names Appendix 2 Indian Credit Derivatives Determinations Committee Rules Appendix 3 User Master Credit Derivatives Confirmation Agreement for Indian Corporate Bonds Appendix 4 Guidelines on Capital Adequacy and Exposure Norms for Credit Default Swaps Index