Post by Sapphire Capital on Aug 23, 2008 2:30:09 GMT 4
Contingent Credit Default Swap: How to Manage Contingent Credit Risk
Jean Angbonou
EM Lyon (Ecole de Management de Lyon)
July 29, 2008
Abstract:
This paper describe how to manage contingent credit exposure in an Interest Rate Swap.
papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1208122_code856522.pdf?abstractid=1208122&mirid=3
Jean Angbonou
EM Lyon (Ecole de Management de Lyon)
July 29, 2008
Abstract:
This paper describe how to manage contingent credit exposure in an Interest Rate Swap.
papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1208122_code856522.pdf?abstractid=1208122&mirid=3