From Vanilla Swaps to Exotic Credit Derivatives: How to Approach the Interpretation of Credit Events
Keywords
Credit derivatives, credit derivatives instrument, credit derivatives instrument transaction, derivative transactions, Financial engineering, financial institutions, Hedging risk, future risk, asset risk, financial risk, portfolio’s risk, counterparty credit risk, liquidity risk, credit risk, market risk, Risk management, management of risk, manage risk, Stock price volatility, asset value fluctuations, Hedging strategies, credit risk hedging method, Futures, interest-rate futures, index futures, Forwards, Options, Volatile markets, derivative financial market, credit derivatives instrument market, Residual market exposures, net residual market exposures, Swaps market, matched swap, swap transactions, credit derivatives swap, equity swap, commodity swap, financial swap, foreign currency swap, interest rate swap, Speculative transaction, repo transaction, credit risk linked transaction, loan transaction, spot transaction, off-balance sheet transaction, Credit event, credit paradox, credit option, restructuring credit event, Legging arbitrage, Sovereign debt restructuring, Loan participation, risk participation, funding participation, participation fees, Performance bond, performance protection, Reference entity, Recovery rate, Suretyship, Securitization, Amortization, Financial liberalization, market liberalization, Leverage effect, Restructuring, old-R, origin-R, Restructuring Supplement to the 1999 ISDA Credit Derivatives Definitions, Mod-R, 2003 ISDA Definitions, Mod-Mod-R, International Swap and Derivatives Association, ISDA, Credit Default Swap, CDS, Total Return Swap, TRS, Credit Linked Note, CLN, Asset Backed Securitization, ABS, Basket Default Swap, BDS, Portfolio Default Swap, PDS, Synthetic Collateralized Debt Obligation, synthetic CDO, balance sheet CDO, arbitrage synthetic CDO, LIBOR, LIBOR+, Special Purpose Vehicle, SPV, Eternity Global Master Fund, EGMF, HWF Capital, Daehan Investment Trust Management, DITM, Daehan Global Bond 2 Fund, DGB2, Argentina, Argentine government, JP Morgan Chase Bank, JP Morgan, Perana, Ursa Minor Ltd., Ursa, Bankers Trustee Company Ltd., Bear Stearns International Ltd., BSIL, Ecobel Land, Inc., Ecobel, Aon Financial Products, AFP, Philippine Veterans Bank
Recommended Citation
Jongho Kim, Ph.D,
From Vanilla Swaps to Exotic Credit Derivatives: How to Approach the Interpretation of Credit Events,
13 Fordham J. Corp. & Fin. L. 705
(2008).
Available at: https://ir.lawnet.fordham.edu/jcfl/vol13/iss5/1