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Instrumentos derivados crediticios

  • Miguel Delfiner
  • Anabela Gómez

Los derivados crediticios constituyen una amplia gama de instrumentos financieros cuyo valor se genera por la ocurrencia de eventos crediticios. Son usualmente negociados en forma bilateral a través del mercado OTC aunque esta tendencia puede modificarse a futuro. Su volumen y complejidad experimentó un crecimiento sustancial en los últimos años, habiéndosele adjudicado un rol importante en la reciente crisis financiera originada por las hipotecas subprime; ello explica que su tratamiento regulatorio esté siendo revisado en la actualidad en diversos ámbitos. En este trabajo se estudia el mercado de los instrumentos derivados crediticios con foco en los principales productos, sus riesgos y su tratamiento regulatorio (con especial énfasis en Basilea II). También se releva la normativa que se les aplica en algunos países, incluyendo economías de Latinoamérica. Finalmente se presenta el debate actual respecto del tratamiento a brindar a estos productos en la regulación.

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File URL: http://www.ucema.edu.ar/publicaciones/download/documentos/447.pdf
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Paper provided by Universidad del CEMA in its series CEMA Working Papers: Serie Documentos de Trabajo. with number 447.

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Length: pages
Date of creation: Apr 2011
Date of revision:
Handle: RePEc:cem:doctra:447
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