Credit securitizations and derivatives : challenges for the global markets / edited by Daniel Rösch, Harald Scheule. [electronic resource] Rösch, Daniel. Scheule, Harald. Derivative securities. HG6024.A3 C74 2013 332.63/2 23 Includes bibliographical references and index. Online resource; title from PDF title page (Wiley, viewed September 13, 2013). This book presents state of the art thinking and developments in credit securitizationss, derivatives, and risk management. Written by leading thinkers from academia, the industry, and the regulatory environment, the book covers areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitizationsns and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitizations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. [Book jacket]. Chichester, West Sussex : Wiley, 2013. 2013. 2013 Text 1 online resource (xiv, 448 pages). http://onlinelibrary.wiley.com/book/10.1002/9781118818503 eng Wiley finance series Wiley finance series. Credit securitizations and derivatives. Credit securitizations and derivatives.