Active loan portfolio management through the use of credit derivatives

Abstract

The purpose of this article, which is based on a recent presentation by Paul Van der Maas, is to give the reader a brief overview of common credit derivatives, the size and scope of their markets and their role in structured credit products. The case study uses as a reference a current deal that Bank of America has structured using credit derivatives.

Citation

Van der Maas, P. (2001), "Active loan portfolio management through the use of credit derivatives", Balance Sheet, Vol. 9 No. 1, pp. 47-52. https://doi.org/10.1108/09657960110695286