Measuring and managing credit risk in derivative structures
Master Thesis
2005
Permanent link to this Item
Authors
Supervisors
Journal Title
Link to Journal
Journal ISSN
Volume Title
Publisher
Publisher
University of Cape Town
Department
Faculty
License
Series
Abstract
The problem being addressed in the dissertation originates from the fact that the risk of default between counterparties are increasing, and becoming more complex and interrelated. Due to global changes like globalisation, deregulation, increasingly competitive markets, process improvements, changing customer bases, changing workforces and changing markets, the increase of credit risk within the financial system is inevitable.
Description
Includes bibliographical references.
Keywords
Reference:
Mann, W. 2005. Measuring and managing credit risk in derivative structures. University of Cape Town.