Table of Contents
1.1 The Concept of Synthetic Investment
1.2 Banks and Credit Risk Transfer
1.3 Credit Risk and Credit Ratings
Chapter 2. Credit Derivative Instruments: Part I
2.1 Credit Risk and Credit Derivatives
2.2 Credit Derivative Instruments
2.6 Index CDS: The iTraxx Index
2.8 Risks in Credit Default Swaps
2.9 Impact of the 2007–2008 Financial Crash: New CDS Contracts and the CDS ‘Big Bang’
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