83,492
edits
Template:M premium summary eqderiv equity v credit derivatives showdown: Difference between revisions
Jump to navigation
Jump to search
Template:M premium summary eqderiv equity v credit derivatives showdown (view source)
Revision as of 02:37, 10 August 2023
, 10 August 2023no edit summary
Amwelladmin (talk | contribs) (Created page with "A long essay taking in: *The general “vibe” of CDS versus CFDs *Overview and place in capital structure: the curious fact that credit derivatives, though “senior” are more concerned with bankruptcy *As a means to synthetic exposure versus insurance versus loss *As a buyside service and sellside hedging tool *How they handle — or in the case of CDS, really ''don’t'' handle — subordinated instruments *How thresholds and notionals relate to each") |
Amwelladmin (talk | contribs) No edit summary |
||
| Line 1: | Line 1: | ||
A long essay taking in: | [[Equity v credit derivatives showdown|A]] long essay taking in: | ||
*The general “vibe” of CDS versus CFDs | *The general “vibe” of CDS versus CFDs | ||
* | *Their respective places in an Issuer’s capital structure: the curious fact that credit derivatives, though “senior” are more concerned with bankruptcy | ||
*As a means to synthetic exposure versus insurance versus loss | *As a means to synthetic exposure versus insurance versus loss | ||
*As a buyside service and sellside hedging tool | *As a buyside service and sellside hedging tool | ||
*How they handle — or in the case of CDS, really ''don’t'' handle — subordinated instruments | *How they handle — or in the case of CDS, really ''don’t'' handle — subordinated instruments | ||
*How thresholds and notionals relate to each | *How thresholds and notionals relate to each | ||
*As a special treat, an AI-generated essay about what it takes to learn the ways of the credit ninja. | |||