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Estimating Credit, Liquidity, and Country Risk Premiums

  • Yolanda S. Stander
Part of the Finance and Capital Markets Series book series (FCMS)

Abstract

It is important to financial institutions to understand the different sources of risk inherent in any transaction and to be able to quantify it. Traders need to understand the dynamics of credit, liquidity, and country premiums, otherwise they will not be able to put successful hedges in place.

Keywords

Cash Flow Credit Default Swap Corporate Bond Credit Spread Zero Curve 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Yolanda S. Stander 2005

Authors and Affiliations

  • Yolanda S. Stander

There are no affiliations available

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