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.
Keywords
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
Publisher
:MCB UP Ltd
Copyright © 2001, Company