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Credit Default Swaps: The Vanilla Essence
Discipline: Derivatives & Options
First published:
In fast-paced financial environments with pressures on deal execution, and regulator focus on accountability-based governance, it’s important that financial and risk professionals understand the behaviour of credit default swaps (CDSs) for the purposes of risk management, when trading, and structuring complex products based on, the ‘plain vanilla’ CDS. In Credit Default Swaps: The Vanilla Essence, Indra Rajaratnam provides an invaluable guide to the multifaceted risk considerations that stem from the structural features of a CDS (based on the 2014 Isda Credit Derivatives Definitions).
