Credit derivatives include credit default swaps, collateralized debt obligations, total return swaps, credit default swap options, and credit spread forwards. Understanding a Credit Derivative ...

Using the New York Fed's credit derivatives effort as an example, regulators should consider cooperative discussions with market participants prior to coercive market intervention.

At the end of 2002, AIG's Financial Products unit had $14.9 billion in risk related to credit derivatives and a notional amount in its credit-derivative portfolio of $126 billion.

The controversy over what constitutes a "credit event" in the world of credit derivatives appears to have put a chill on the rapid growth of the nascent market.The notional value of credit derivatives ...

Credit derivatives, in this regards, are a noteworthy step which could not only bridge this gap but also develop a much more efficient market for bank loans. Typically, ...

Looking for something to blame for the Greek debt crisis, some observers are pointing their fingers at credit derivatives. This recent New York Times article makes the case that credit default ...

A credit default swap is a derivative contract that transfers the credit exposure of fixed-income products. It may involve bonds or forms of securitized debt—derivatives of loans sold to investors.

Credit derivatives, at their most basic, are designed to root for businesses to fail. Credit default swaps create a structure in which lenders are so alienated from the flesh‐and‐blood labor ...

Even in the early stages of Enron Corp. s collapse, financial services institutions faced a balancing act between two major considerations, financial risks and customer relationships. Of course, banks ...

Even in the current financial crisis, the derivative scapegoat, credit default swaps (CDS), has played some positive roles. For example, CDSs enabled lenders to hedge their risk and offer loans.

Given the collapse of credit spreads, it may no longer be prudent to assume that CDS contracts priced at current levels will be liquid as and when the credit derivative bubble bursts.

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