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Les dérivés de crédit

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  • Jean-Paul Laurent

Abstract

[eng] Credit derivatives . The increase of credit derivatives markets with the development of quantitative approaches in credit risk measurement. After a presentation of the main instruments, we consider economic applications of credit derivatives especially ragarding securitization. Eventually, we consider some specificities of this market, most of them related to the management. . JEL Classification : G19 [fre] La mesure quantitative des risques de crédit est associée à une marchéisation accrue du risque de crédit. Nous présentons les principales catégories de dérivés de crédit et leurs utilisations, notamment pour les opérations de titrisation. Nous analysons enfin les facteurs de croissance du marché des dérivés de crédit et le rôle qu'y jouent les banques. . Classification JEL : G19

Suggested Citation

  • Jean-Paul Laurent, 2000. "Les dérivés de crédit," Revue d'Économie Financière, Programme National Persée, vol. 59(4), pages 115-134.
    • Handle: RePEc:prs:recofi:ecofi_0987-3368_2000_num_59_4_3693
    DOI: 10.3406/ecofi.2000.3693
    Note: DOI:10.3406/ecofi.2000.3693
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    File URL: https://doi.org/10.3406/ecofi.2000.3693
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    References listed on IDEAS

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    1. Christian de Boissieu, 2000. "La titrisation : une mise en perspective," Revue d'Économie Financière, Programme National Persée, vol. 59(4), pages 15-22.
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    More about this item

    JEL classification:

    • G19 - Financial Economics - - General Financial Markets - - - Other
    • G19 - Financial Economics - - General Financial Markets - - - Other

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