| Credit
derivatives and synthetic structures Articles |
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| Pricing and Risk Management of Synthetic CDOs
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Jaffar Hussain
Saudi National Commercial Bank
September 2006
free download 313KB
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| The Credit Default Swap Basis: illustrating positive and negative basis trades
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Moorad Choudhry
July 2006
free download pdf (198KB)
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| Further observations on the credit default swap basis: CDS of ABS and impact of demand in the cash market
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Moorad Choudhry
December 2005
free download pdf (49KB)
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The Determinants of Credit Default Swap Rates: An Explanatory Study
Visitors can see the Abstract here
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Nader Naifar and Fathi Abid
from the Faculty of Business and Economics, University of Sfax, Tunisia
June 2005
free download pdf (155KB)
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Synthetic Funding Structures: The Art of Complex Trades
Reproduced with permission from GARP Risk Review magazine
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Moorad Choudhry
May 2005
free download pdf (155KB)
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Credit Derivatives and Structured Credit Products
Reproduced with permission from Euromoney magazine
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Moorad Choudhry
March 2005
free download pdf (135KB)
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| Introduction to Equity Default Swaps as published in FOW magazine, July 2004
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Moorad Choudhry
July 2004
free download 560KB
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| The proposed multi-SPV Hybrid CDO Structure as published in FOW Magazine, January 2004
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Ketul Tanna, Moorad Choudhry
January 2004
free download pdf (242KB)
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| Cleared for take-off as published in FOW Magazine for December 2003
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Moorad Choudhry
December 2003
free download pdf (113KB)
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The credit default swap basis: assessing the interplay between cash and synthetic markets published in the 2003/04 Euromoney Derivatives Yearbook.
more details
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Moorad Choudhry
August 2003
free download
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| The Synthetic Collateralised Debt Obligation: analysing the Super-Senior Swap element
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Nicoletta Baldini
MPS Finance
July 2003
free download pdf (201KB)
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Join the game
YieldCurve.com research as recently appeared in GARP Risk Review
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Abukar M Ali and
Moorad Choudhry
May 2003
free download pdf (344KB)
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The credit risk sling
YieldCurve.com research as recently appeared in GARP Risk Review
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Moorad Choudhry
January 2003
free download pdf (191KB)
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Une analyse des CDO d'arbitrage synthetiques
A French - language version of Moorad Choudhry's synthetic CDO article, reproduced by permission of Banque Magazine.
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Translated by Jean-Michel Cicile
November 2002
free download pdf (826KB)
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Moorad Choudhry's article Combining securitisation and trading in credit derivatives: an analysis of the managed synthetic CDO as published in the 2003 Euromoney International Debt Capital Markets Handbook.
more details
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Moorad Choudhry
September 2002
free download
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| Introduction to Collateralised Debt Obligations
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Aaron Nematnejad and
Moorad Choudhry
July 2002
free download pdf (142KB)
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| Trading credit spreads: the case for a specialised exchange-traded credit futures contract
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Moorad Choudhry
January 2002
free download pdf (315KB)
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| Credit Derivatives: an introduction for portfolio managers
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Moorad Choudhry
December 2000
free download pdf (271KB)
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