Listing 1 - 3 of 3 |
Sort by
|
Choose an application
Choose an application
Credit derivatives have enjoyed explosive growth in the last decade, particularly synthetic Collateralised Debt Obligations (synthetic CDOs). This book describes the state-of-the-art in quantitative and computational modelling of CDOs. Beginning with an overview of the structured finance landscape, readers are introduced tothe basic modelling concepts necessary to model and value simple credit derivatives. The modelling, valuation and risk management of synthetic CDOs are described and a detailed picture of the behaviour of these complex instruments is built up. The final chapters introduce more advanced topics such as portfolio management of synthetic CDOs and hedging techniques. Detailing the latest models and techniques, this is essential reading for quantitative analysts, traders and risk managers working in investment banks, hedge funds and other financial institutions, and for graduates intending to enter the industry. It is also ideal for academics who need to keep informed with current best practice in the credit derivatives industry.
Mathematical Sciences --- General and Others --- Collateralized debt obligations. --- Finance. --- Funding --- Funds --- Economics --- Currency question --- CDOs (Collateralized debt obligations) --- Credit derivatives
Choose an application
The financial and economic crisis had a devastating impact on bank profits, with loss-making banks reporting global commercial losses of around USD 400 billion in 2008. This comprehensive report sets the market context for bank losses and provides an overview of the tax treatment of such losses in 17 OECD countries; describes the tax risks that arise in relation to bank losses from the perspective of both banks and revenue bodies; outlines the incentives that give rise to those risks; and describes the tools revenue bodies have to manage these potential compliance risks. It concludes with recommendations for revenue bodies and for banks on how risks involving bank losses can best be managed and reduced.
Banks and banking, Central. --- Collateralized debt obligations. --- Inflation (Finance). --- Tax incentives. --- Finance --- Business & Economics --- Banking --- Banks and banking --- Global Financial Crisis, 2008-2009. --- Taxation --- Global Economic Crisis, 2008-2009 --- Subprime Mortgage Crisis, 2008-2009 --- Agricultural banks --- Banking industry --- Commercial banks --- Depository institutions --- Financial crises --- Financial institutions --- Money
Listing 1 - 3 of 3 |
Sort by
|