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Credit risk management and mitigation

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  • Measures, Darren

Abstract

This paper discusses the consequences of the market crisis in 2008 and the way that credit risk is managed within firms using traded instruments, including OTC derivatives, and the use of collateral as a tool to mitigate that credit risk exposure. The active management of credit risk can no longer be a preserve of the banks and broker dealers, but getting an end-to-end infrastructure to understand, monitor and evaluate credit risk is providing a challenge in the industry at a time of resource and investment constraints.

Suggested Citation

  • Measures, Darren, 2009. "Credit risk management and mitigation," Journal of Securities Operations & Custody, Henry Stewart Publications, vol. 2(2), pages 134-140, July.
    • Handle: RePEc:aza:jsoc00:y:2009:v:2:i:2:p:134-140
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    More about this item

    Keywords

    collateral; collateral agency; credit mitigation; enterprise-wide collateral management; EWC; ETD Derivatives; OTC Derivatives; TBA Bonds;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
    • K22 - Law and Economics - - Regulation and Business Law - - - Business and Securities Law

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