18. The main applications of credit derivatives by fund managers are (1) enhancing portfolio return, (2) reducing

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18. The main applications of credit derivatives by fund managers are

(1) enhancing portfolio return, (2) reducing credit exposure, and (3)

entering into credit switches and zero-cost credit exposure trades.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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Question Posted: Oct 24, 2024 04:02 AM

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18. The main applications of credit derivatives by fund managers are (1) enhancing portfolio return, (2) reducing

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Measuring And Controlling Interest Rate And Credit Risk

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