Friday’s Movie: Advanced Credit Risk, Part 2

by David Harper, CFA, FRM, CIPM

FRM |

Part 2 of advanced credit risk is now published for members (Non-members can sample the first ten minutes here).

This is a one-hour review of credit derivatives (including credit default swaps)....

...and synthetic structures such as cash and synthetic collateralized debt obligations (CDOs)...

...and, finally, a few applications of credit derivatives.

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