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Your search keyword '"Martin, Barnaby"' showing total 7 results
Start Over Author "Martin, Barnaby" Publication Type News
7 results on '"Martin, Barnaby"'

1. Understanding Deltas of CDO tranches

Author

Martin, Barnaby and Kakodkar, Atish

Subjects
Collateralized debt obligations, Banking, finance and accounting industries, Business
Abstract

The rapid growth of credit correlation products such as single-tranche CDOs has in part been the result of improvements in analytics allowing the risk of such products to be managed [...]

Published
2004

2. Understanding Deltas of CDO tranches

Author

Martin, Barnaby and Kakodkar, Atish

Subjects
Collateralized debt obligations -- Evaluation, Banking, finance and accounting industries, Business
Abstract

The rapid growth of credit correlation products such as single-tranche CDOs has in part been the result of improvements in analytics allowing the risk of such products to be managed [...]

Published
2004

3. Understanding Deltas of CDO tranches

Author

Martin, Barnaby and Kakodkar, Atish

Subjects
Hedging (Finance), Collateralized debt obligations, Banking, finance and accounting industries, Business
Abstract

The rapid growth of credit correlation products such as single-tranche CDOs has in part been the result of improvements in analytics allowing the risk of such products to be managed [...]

Published
2004

4. Understanding deltas of CDO tranches

Author

Martin, Barnaby and Kakodkar, Atish

Subjects
Collateralized debt obligations, Banking, finance and accounting industries, Business
Abstract

The rapid growth of credit correlation products such as single-tranche CDOs has in part been the result of improvements in analytics allowing the risk of such products to be managed [...]

Published
2004

5. Thinking about the restructuring premium. (Learning Curve)

Author

Francis, Chris, Kakodkar, Atish, and Martin, Barnaby

Subjects
France Telecom S.A., Telecommunications services industry, Communications industry, Telecommunications services industry, Banking, finance and accounting industries, Business
Abstract

The Restructuring Debate Rumbles On The restructuring credit event is currently the most controversial issue in credit derivatives documentation as it can be much softer than failure to pay or [...]

Published
2003

6. Three ways to unwind a default swap - part 1. (Learning Curve)

Author

Martin, Barnaby, Francis, Chris, and Lynch, Merrill

Subjects
Banking, finance and accounting industries, Business
Abstract

An investor with a long or short position in an existing credit-default swap can monetise a change in the default swap premium, and realize profit and loss, in three ways: [...]

Published
2002

7. From recovery rates to survival probabilities. (Learning Curve[R])

Author

Martin, Barnaby and Francis, Chris

Subjects
Banking, finance and accounting industries, Business
Abstract

The models used to create a time-series of survival probability rates for a default swap can be quite complex, but we can simplify the main points in the process: * [...]

Published
2002

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