Credit papers

From FinMath

Contents 1 Credit Papers 1.1 Credit Pricing/Credit Spreads 1.2 Credit Models 1.3 Credit Derivatives, Basket Default Swaps and Credit Sales 1.4 Collateralized Debt Obligations 1.5 Correlations/Portfolio Effects/Diversification 1.6 Recovery Rates/LGD (Loss Given Default) 1.7 Supervisory (Industry Practices / Pronouncements) 1.8 Model Testing/Stress Testing 1.9 Credit Scoring 1.10 Sovereign Risk 1.11 Liquidity Risk 1.12 Quantitative Methods 1.13 CDOs 1.14 Credit Derivatives 1.15 Other Papers

[edit] Credit Papers

This page compiles all the available papers relating to pricing credit derivatives, credit risk management, and any other tangentially related subjects. Feel free to post your own papers or any that have inadvertently been omitted.

[edit] Credit Pricing/Credit Spreads

[edit] Credit Models

[edit] Credit Derivatives, Basket Default Swaps and Credit Sales

[edit] Collateralized Debt Obligations

[edit] Correlations/Portfolio Effects/Diversification

[edit] Recovery Rates/LGD (Loss Given Default)

[edit] Supervisory (Industry Practices / Pronouncements)

[edit] Model Testing/Stress Testing

[edit] Credit Scoring

[edit] Sovereign Risk

[edit] Liquidity Risk

[edit] Quantitative Methods

[edit] CDOs

[edit] Credit Derivatives

[edit] Other Papers