Economics, Econometrics and Finance
8 years ago

New credit products revolutionize financial industry with tailored risk positions.

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Chapman and Hall/CRC eBooks
Structured Credit Portfolio Analysis, Baskets and CDOs
Christian Bluhm, Ludger Overbeck

Paper Summary

The article discusses how financial institutions use credit products tied to portfolios of risky assets for customizing their credit risk exposure. They analyze structured credit portfolios, baskets, and CDOs to create specific long and short positions in credit risks.

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