IDEAS home Printed from https://ideas.repec.org/a/srs/jasf00/v7y2016i1p77-81.html
   My bibliography  Save this article

A Note on Credit Spread Forwards

Author

Listed:
  • Markus HERTRICH

    (Department of Finance University of Basel)

Abstract

This note presents the most commonly used definition of credit spread forwards discusses two alternative definitions and proposes one of these three definitions as the standardized version that should be used in the future to prevent confusion In addition this note gives an overview on the definition of this credit derivative contract in the most relevant hand and textbooks in banking and credit risk management that include topics on credit derivatives It also exemplifies by means of one textbook that although being a standard textbook in banking and financial institutions management for years and read by thousands of practitioners and students there are still books that erroneously mix definitions which motivates the present note

Suggested Citation

  • Markus HERTRICH, 2016. "A Note on Credit Spread Forwards," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 7(1), pages 77-81.
    • Handle: RePEc:srs:jasf00:v:7:y:2016:i:1:p:77-81
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Other versions of this item:

    References listed on IDEAS

    as
    1. Theodore H. Moran, 2004. "International Political Risk Management : The Brave New World," World Bank Publications - Books, The World Bank Group, number 15039.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Oetzel, Jennifer, 2005. "Smaller may be beautiful but is it more risky? Assessing and managing political and economic risk in Costa Rica," International Business Review, Elsevier, vol. 14(6), pages 765-790, December.
    2. Nathan M Jensen, 2005. "Measuring Risk: Political Risk Insurance Premiums and Domestic Political Institutions," International Finance 0512002, University Library of Munich, Germany.
    3. White, George O. & Boddewyn, Jean J. & Galang, Roberto Martin N., 2015. "Legal system contingencies as determinants of political tie intensity by wholly owned foreign subsidiaries: Insights from the Philippines," Journal of World Business, Elsevier, vol. 50(2), pages 342-356.
    4. Multilateral Investment Guarantee Agency, 2009. "World Investment and Political Risk 2009," World Bank Publications - Books, The World Bank Group, number 2688.
    5. Dorobantu, Sinziana & Müllner, Jakob, 2019. "Debt-side governance and the geography of project finance syndicates," Journal of Corporate Finance, Elsevier, vol. 57(C), pages 161-179.
    6. De Villa, Maria A. & Rajwani, Tazeeb & Lawton, Thomas, 2015. "Market entry modes in a multipolar world: Untangling the moderating effect of the political environment," International Business Review, Elsevier, vol. 24(3), pages 419-429.
    7. Cuervo-Cazurra, Alvaro & Ciravegna, Luciano & Melgarejo, Mauricio & Lopez, Luis, 2018. "Home country uncertainty and the internationalization-performance relationship: Building an uncertainty management capability," Journal of World Business, Elsevier, vol. 53(2), pages 209-221.
    8. Spagnoletti Belinda & O'Callaghan Terry, 2011. "Going Undercover: The Paradox of Political Risk Insurance," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 5(2), pages 1-23, July.

    More about this item

    JEL classification:

    • A22 - General Economics and Teaching - - Economic Education and Teaching of Economics - - - Undergraduate
    • A23 - General Economics and Teaching - - Economic Education and Teaching of Economics - - - Graduate
    • A33 - General Economics and Teaching - - Multisubject Collective Works - - - Handbooks
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • M21 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics - - - Business Economics

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:srs:jasf00:v:7:y:2016:i:1:p:77-81. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Claudiu Popirlan (email available below). General contact details of provider: http://journals.aserspublishing.eu/jasf .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.