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

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