Credit Derivatives Research Papers
- Thread starter Andy Nguyen
- Start date
- Joined
- 9/8/04
- Messages
- 295
- Points
- 28
Standard & Poor's Corporate Securtization Seminar 2008
Series of broadcast presentations by five S&P analysts
Mediasite Presentation Catalog
Series of broadcast presentations by five S&P analysts
Mediasite Presentation Catalog
- Joined
- 5/2/06
- Messages
- 12,107
- Points
- 273
HSBC Pan-Asian Equity Q1/2008
HSBC Pan-Asian Equity Strategy Q1-2008
HSBC Pan-Asian Equity Strategy Q1-2008
- Joined
- 9/8/04
- Messages
- 295
- Points
- 28
The ABCs of HELs
This is an old 2004 paper covering the home-equity ABS bonds, a bit old but quite thorough in its coverage of this asset class (used in one of the Financial Engineering competitions)
https://www.quantnet.com/threads/2007-annual-financial-engineering-case-competition.400/
This is an old 2004 paper covering the home-equity ABS bonds, a bit old but quite thorough in its coverage of this asset class (used in one of the Financial Engineering competitions)
https://www.quantnet.com/threads/2007-annual-financial-engineering-case-competition.400/
- Joined
- 7/20/04
- Messages
- 30
- Points
- 18
UBS Mortgage Strategist
Fed Actions We view the Primary Credit Dealer Facility (discount-window-like lending for primary dealers) as the most important step the Fed has taken throughout the entire crisis. In conjunction with the TSLF, it is designed to provide liquidity and alleviate counterparty risk concerns (page 12). Despite these safety nets, we expect financing to remain an issue.
Fed Actions We view the Primary Credit Dealer Facility (discount-window-like lending for primary dealers) as the most important step the Fed has taken throughout the entire crisis. In conjunction with the TSLF, it is designed to provide liquidity and alleviate counterparty risk concerns (page 12). Despite these safety nets, we expect financing to remain an issue.
- Joined
- 9/8/04
- Messages
- 295
- Points
- 28
Structured Credit Investor
A trio of Structured Credit Investor weekly newsletters here. You will find some pretty neat articles about CDS and CDX.HY trading.
Unfortunately my company does not subscribe these anymore, it is a shame as these are darn good papers. Anyone's got a subscription to this currently?
A trio of Structured Credit Investor weekly newsletters here. You will find some pretty neat articles about CDS and CDX.HY trading.
Unfortunately my company does not subscribe these anymore, it is a shame as these are darn good papers. Anyone's got a subscription to this currently?
- Joined
- 9/8/04
- Messages
- 295
- Points
- 28
Our group gets a constant supply of these papers from the dealers. Sometimes I get them from our groups within our company as well.
- Joined
- 5/2/06
- Messages
- 12,107
- Points
- 273
Lehman Brothers Exotic Credit Derivatives
- Joined
- 5/2/06
- Messages
- 12,107
- Points
- 273
A friend of mine sent this over. Good stuff.
- Joined
- 9/8/04
- Messages
- 295
- Points
- 28
wow, really good stuff. I have been looking for a primer on cash CDO :tiphat:.
