Credit Derivatives Research & Reference     Financial_services > Investment banking and brokerage > Credit Derivatives Research & Reference
	Credit Derivatives Get Cracking Article in the March 1996 online edition of Euromoney magazine that introduces credit derivatives.
Credit Risk and Yen Swap Rates Study of the effect of credit default probability on yen swap rates.
Credit Derivatives Primer Brief overview of the types of credit derivative products, by Vinod Kothari.
Credit Derivatives: Hedging Closer to Happiness An article on the usefulness of credit derivatives for risk managers.
ISDA's Comments on the Bank of Ireland's Draft-Rules on Credit Derivatives Commentary that includes definitions and uses of credit derivatives.
Credit Derivatives: New Financial Instruments for Controlling Credit Risk Overview of credit risks and derivative instruments.
Rational Modeling of Credit Risk and Credit Derivatives A research paper by Richard Skora.
Credit Default Swap An article that applies risk-neutral pricing theory to the fair-value analysis of credit default swaps.
Default Baskets Definition and example of credit default baskets by Lehman Brothers.
Credit Default Swaps An introductory note on credit default swaps.
The Japanese Nonperforming Loan Problem: Securitization as a Solution A 1999 working paper by Kay Herr and Goe Miyazaki.
Default Swap Description and example of a credit default swap by Lehman Brothers.
Valuation Models for Default-Risky Securities Overview of valuation models for pricing securities with a default risk component.
Valuing Credit Default Swaps A research paper by John Hull and Alan White that tests the sensitivity of credit default swaps to assumptions about the expected recovery rate.
The Pricing of Default Options and Credit Derivatives Comprehensive analysis of terms and mathematical models for pricing credit derivatives, by Louis Scott of Morgan Stanley, Dean Witter.
New Accounting Rules for Investors in Credit-Sensitive ABS and MBS An August 2000 article by Marty Rosenblatt of Deloitte and Touche.
Credit Derivatives Move Beyond Plain Vanilla An introduction to advanced credit derivative products by Sunil K. Aggrawal.
Credit Linked Notes Description and definition of credit linked notes, including a sample term sheet, by Lehman Brothers.
Credit Derivatives An introductory article by Don Chance.
Finpipe.com Basic definition of credit derivatives.
Characterizing Credit Spreads Analysis of the credit spread term structure.
The Joint Estimation of Term Structures and Credit Spreads Presentation of a new model to price the default-free and the credit default term structure.
A Note on the Pricing of Default Swaps Research report by Morgan Stanley Dean Witter on pricing default swaps.
Treatment of Credit Derivatives in Germany Overview of credit derivatives products and their accepted accounting standards in Germany.
Total Return Swaps A description of total return swaps.
Portfolio Credit Derivatives Definition and description of portfolio credit derivatives by Lehman Brothers.
A Comparative Anatomy of Credit Risk Models Comparison of JP Morgan's CreditMetrics and Credit Suisse's CreditRisk products by Michael Gordy of the Federal Reserve.
Credit Spread Options Definition and example of credit spread options by Lehman Brothers.
Pricing Credit Derivatives Method of pricing credit swaps through hedge replication strategies written by Richard Skora.
Challenges in Pricing Credit Derivatives Article outlining the difficulty in pricing credit derivative instruments.
CreditTrade Analysis Analysis section includes background information on credit default swaps, asset swaps and total return swaps.
Modeling Default Risk Process for measuring, analyzing and managing default risk. Provided by KMV.
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