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Credit Derivatives, Securitization and Structured Credit Products
Euromoney Trading Ltd, Feb 2010, Pages: 82
This book provides a complete overview of the revised regulatory framework for securitization, credit derivatives and structured credit products that will be, subject to the current discussions, in force by the end of the period 2010-12.
The 2007-2009 financial turmoil has highlighted the importance of risks and weaknesses in credit derivatives and structured finance market. During the last two years, the Basel Committed and the G20 have supplemented the prudential framework of these markets.
This book provides a complete overview of the revised regulatory framework for securitization, credit derivatives and structured credit products that will be, subject to the current discussions, in force by the end of the period 2010-12.
It presents four key items complementing thoroughly Jean-Luc's previous book:
- The international supervision framework in which banks are evolving;
- The counterparty risk mitigation for credit derivatives and other OTC derivatives; and
- A complete overview of the revised capital requirements framework for credit derivatives, securitizations and credit products both in the banking book and in the trading book ;
- The prudential treatment of counterparty credit risk.
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