Structured Credit Portfolio Analysis, Baskets and CDOs

Christian Bluhm · Ludger Overbeck

74 citations0/0 files storedChapman & Hall/CRC eBooks

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Credit Risk and Financial Regulations Financial Risk and Volatility Modeling Risk and Portfolio Optimization

Abstract

The financial industry is swamped by credit products whose economic performance is linked to the performance of some underlying portfolio of credit-risky instruments, like loans, bonds, swaps, or asset-backed securities. Financial institutions continuously use these products for tailor-made long and short positions in credit risks. Based on a stead

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