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Credit derivatives: new financial instruments for controlling credit risk

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Author Info
Robert S. Neal
Abstract

One of the risks of making a bank loan or investing in a debt security is credit risk, the risk of borrower default. In response to this risk, new financial instruments called credit derivatives have been developed in the past few years. Credit derivatives can help banks, financial companies, and investors manage the credit risk of their investments by insuring against adverse movements in the credit quality of the borrower. If a borrower defaults, the investor will suffer losses on the investment, but the losses can be offset by gains from the credit derivative. Thus, if used properly, credit derivatives can reduce an investor's overall credit risk.> Estimates from industry sources suggest the credit derivatives market has grown from virtually nothing two years ago to about $20 billion of transactions in 1995. This growth has been driven by the ability of credit derivatives to provide valuable new methods for managing credit risk. As with other customized derivative products, however, credit derivatives expose their users to risks and regulatory uncertainty. Controlling these risks is likely to be an important factor in the future development of the credit derivatives market.> Neal provides information on the rationale and use of credit derivatives. He describes how to measure credit risk, whom it affects, and the traditional strategies used to manage it. Next, he shows how credit derivatives can help manage credit risk. Finally, he examines the risks and regulatory issues associated with credit derivatives.

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Publisher 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
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Handle: RePEc:fip:fedker:y:1996:i:qii:p:15-27:n:v.81no.2

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Related research
Keywords: Derivative securities ; Risk ; Credit;

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  1. 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. [Downloadable!] (restricted)
  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. [Downloadable!]
    Other versions:
  3. Udo Broll & Thilo Pausch & Peter Welzel, 2002. "Credit Risk and Credit Derivatives in Banking," Discussion Paper Series 228, Universitaet Augsburg, Institute for Economics. [Downloadable!]
  4. Jürgen Von Hagen & Ingo Fender, 1998. "Central Bank Policy in a More Perfect Financial System," Open Economies Review, Springer, vol. 9(1), pages 493-532, January. [Downloadable!] (restricted)
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