Browsing: Structured Credit Products

Overview of Financial Structuring
The Primary Economic Role of Structuring
Collateralized Mortgage Obligations
Structural Model Approach to Credit Risk
Collateralized Debt Obligations

Structured Credit Products

CEOs and the effect of education on use of convertible bonds

Nov 29th, 2018 | Filed under: Newly Added, Derivatives, The A.I. Industry, Credit Derivatives, Equity-linked Structured Products, Structured Credit Products, Structured Products, Finance & Economics

Three scholars affiliated with the University of Manchester have  published a paper that reaches a striking view of corporate leadership and the decision to issue convertible bonds. Cynics have long suspected that Wall Street smart-alecks have roped the executives of corporations into issuing instruments that are contrary to the bestRead More


The Irrelevance of Dodd-Frank & Memories of the Crisis

May 28th, 2018 | Filed under: Newly Added, Credit Derivatives, Risk Management Strategies & Processes, Structured Credit Products, Structured Products, Risk Management & Operations

There has been some political excitement of late concerning the repeal of part of the Dodd-Frank statute, which was the great post-crisis reform bill that sought to remake the financial regulatory system in the United States. On Thursday, May 24, President Trump signed a bill that exempts dozens of banksRead More


WisdomTree on the Success of its Rate-Hedge Agg Suite

Apr 26th, 2018 | Filed under: Newly Added, Structured Credit Products, Structured Products

The path to higher rates has not been a smooth one, but interest rates in the United States are now higher than they have been since the global financial crisis and they may well become higher than they are now. What should traders or investors do about this? How toRead More


Sovereign Credit Swaps: Europe’s Sovereigns and Regime Changes

Aug 16th, 2016 | Filed under: Newly Added, The A.I. Industry, Asset allocation, Regulatory Environment, Credit Derivatives, Asset Allocation Models, Structured Credit Products, Structured Products, Allocating to A.I.

Andrea Consiglio and two of his colleagues have developed models for the management of risk in the sovereign credit swaps market, and they have successfully back tested these models against recent European history. Consiglio is a professor at the University of Palermo, in Italy. Sovereign CDS’ are contracts that offerRead More