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Global Financial Stability Report, April 2006 : Market Developments and Issues »
Book
Series: Global Financial Stability Report
Author(s): International Monetary Fund. Monetary and Capital Markets Department
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 04 May 2006
DOI: http://dx.doi.org/10.5089/9781451939194.082
ISBN: 9781451939194
Keywords: credit risk, derivative, hedge, credit derivative, risk transfer
This paper examines the influence of credit derivative and structured credit markets on financial stability. Credit derivative and structured credit markets have grown rapidly in size and complexity in recent years...