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Your search keyword '"Francis, Chris"' showing total 4 results
Start Over Author "Francis, Chris" Publisher euromoney trading limited
4 results on '"Francis, Chris"'

1. Product focus: corporate bond options

Author

Kakodkar, Atish and Francis, Chris

Subjects
Banking, finance and accounting industries, Business
Abstract

Over the last few years, credit-default swaps have helped transform credit investment from a long-only game to a global market in which wholesale credit risk can be transferred, managed and [...]

Published
2003

2. 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

3. 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

4. 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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