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 Copula Methods in Finance by Umberto Cherubini, Elisa Luciano, and Walter Vecchiato, John Wiley & Sons, July 9, 2004, Hardcover, 310 pages |  | Training Discounted for DefaultRisk.com visitors only:
 The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion by Philipp J. Schönbucher, WBS Training, August 2003, DVD / Interactive CD-ROM | Sponsor: Shop at Amazon.com and support DefaultRisk.com |


| | A Brief Review of "The Basis" by James Batterman of Fitch Ratings, Ian Rasmussen of Fitch Ratings, and David Yan of Fitch Ratings January 10, 2008 Summary: Credit derivatives provide an alternative to the cash market, allowing investors to manage exposure to a wide range of corporate entities. In a brief case study looking at several relatively volatile corporate names, we set out to describe, in general terms, the nature and behavior of the relationship between credit default swaps (CDS), loan CDS (LCDS) and bonds over the very recent turbulent past. Download paper (505K PDF) 12 pages

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