Credit Linked Notes – Chapter 2

Credit Linked Notes - Chapter 2

The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. USD 99.00 / year

Outline
Printout
Spreadsheets
Summary
Quiz

Credit Linked Notes – All chapters

Chapter 2 introduces basket CLNs, which are CLNs that refer to two or more credits rather than to one single credit, and teaches you how to evaluate the risk-return parameters of this instrument and the effect of default correlation on the valuation process.

Target audience: Traders, risk managers, sales force, financial control and audit

Prerequisite required:
– Bond Fundamentals

Prerequisite recommended:
– Asset Swaps & Z-spreads