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Credit derivatives: new financial instruments for controlling credit risk

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  • Robert S. Neal
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    File URL: http://www.kc.frb.org/publicat/econrev/pdf/2q96neal.pdf
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    Bibliographic Info

    Article provided by Federal Reserve Bank of Kansas City in its journal Economic Review.

    Volume (Year): (1996)
    Issue (Month): Q II ()
    Pages: 15-27
    Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
    Handle: RePEc:fip:fedker:y:1996:i:qii:p:15-27:n:v.81no.2

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    For corrections or technical questions regarding this item, or to correct its listing, contact: (Diane Rosenberger).

    Related research

    Keywords: Derivative securities ; Risk ; Credit;

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    Citations

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    Cited by:
    1. Takatoshi Ito & Kimie Harada, 2003. "Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives," NBER Working Papers 9589, National Bureau of Economic Research, Inc.
    2. Larry D. Wall & Milind M. Shrikhande, 2000. "Managing the risk of loans with basis risk: sell, hedge, or do nothing?," Working Paper 2000-25, Federal Reserve Bank of Atlanta.
    3. von Hagen, Jürgen & Fender, Ingo, 1998. "Central bank policy in a more perfect financial system," ZEI Working Papers B 03-1998, ZEI - Center for European Integration Studies, University of Bonn.
    4. Jyh-Horng Lin & Min-Li Yi, 2005. "Loan Portfolio Swaps and Optimal Lending," Review of Quantitative Finance and Accounting, Springer, vol. 24(2), pages 177-198, January.
    5. Udo Broll & Thilo Pausch & Peter Welzel, 2002. "Credit Risk and Credit Derivatives in Banking," Discussion Paper Series 228, Universitaet Augsburg, Institute for Economics.

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