The Credit Alpha team are proud to have contributed to a number of major publications.
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Publications
Mastering Derivatives Markets: A Step-by-Step Guide to the Products, Applications and Risks
by Francesca Taylor featuring a chapter by Penny Davenport
The Financial Times Series, 1 December 2010
Mastering Derivatives Markets provides full up-to-the-minute explanations - with worked examples and screen shots - covering the basics of options, swaps and futures across the key asset classes: rates, currency, equity, commodity and credit.
The Trade Lifecycle: Behind the Scenes of the Trading Process
by Robert P. Baker
The Wiley Finance Series, 18 June 2010
This book dissects a trade into its component parts, tracks it from pre-conception to maturity and shows how the trade effects each business function of a financial institution. As well as illustrating each part of the trade process, it highlights the legal, operational, liquidity, credit and market risks to which the trade is exposed. Readers benefit from a full understanding of all parts of the trade process, including derivative and credit derivative trades, and also see, with examples where appropriate, how the mismanagement of these risks led to today's financial crisis.
Credit Derivatives: Trading, Investment and Risk Management
by Geoff Chaplin
The Wiley Financial Series, 5 March 2010
Covers credit derivatives from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques.
Life Settlements and Longevity Structures: Pricing and Risk Management: Investment and Structured Finance
by Geoff Chaplin, Jim Aspinwall and Mark Venn
The Wiley Financial Series, 26 June 2009
This book provides readers of all levels of experience with essential information on the process surrounding the acquisition and management of a portfolio of life settlements; the assessment, modelling and mitigation of the associated longevity, interest rate and credit risks; and practical approaches to financing and risk management structures.
A Practical Guide to Collateral Management in the OTC Derivatives Market
by Penny Davenport
Finance and Capital Markets Series, 17 June 2003
Aimed at collateral management professionals in the OTC derivatives markets. It is a guide to the key topics involved in establishing and running a collateral management function and is clear, comprehensive and practical.
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