Credit risk transfer

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Bank for International Settlements;
(2003)
  • Publisher: Bank for International Settlements

Executive summary Techniques for transferring credit risk, such as financial guarantees and credit insurance, have been a long-standing feature of financial markets. In the past few years, however, the range of credit risk transfer (CRT) instruments and the circumstance... View more
  • References (3)

    10 “Credit derivatives: vanilla volumes challenged”, Risk Magazine, February 2001, and “Credit derivatives survey: the vanilla explosion”, Risk Magazine, February 2002.

    11 “European collateralised debt obligations: sustained growth to continue”, First half 2002 review and Second half 2002 outlook, Moody's Investors Service.

    16 “European collateralised debt obligations: sustained growth to continue”, First half 2002 review and Second half 2002 outlook, Moody's Investors Service.

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