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2012, vol. 58, br. 2, str. 88-102
Tržište kreditnih derivata - uspon i pad
Alfa univerzitet, Beograd
Sažetak
Razvoj finansijskih tržišta i tržišta derivata kao njihovog podsegmenta doveo je do stvaranja instrumenata finansijskog inženjeringa, kako bi poverioci i investitori na najbolji mogući način mogli da zaštite svoje otvorene pozicije. U stabilnijim uslovima poslovanja, tržište derivata omogućava relociranje poslovnih rizika između tržišnih transaktora. Međutim, u turbulentnim uslovima ovo tržište može biti destabilizirajući faktor koji može dovesti do stvaranja sistemske krize. Primena kreditnih derivata se prvenstveno odnosi na praksu finansijskih institucija u SAD te će u tom kontekstu i biti objašnjeni.
Reference
*** (2010) Debt Capital Markets Update. Piper Jaffrey Newsletter, March 15
*** (2010) US leveraged finance quarterly review: Fourth quarter and full year 2009. Fitch Ratings, Leveraged Finance U.S. Special Report, Feb. 3, at 1
Arnold, M. (2010) Credit crunch easing for private equity. FT. com, February 25
Braithwaite, T. (2010) Probe into NY Fed over AIG Disclosure. FT. com, January 26
Cherny, K., Craig, B.R., Fed. Reserve Bank of Cleveland (2009) Credit default swaps and their market function. available at: http://www.clevelandfed.org/research/commentary/2009/0709.pdf
Choundry, M., Pereira, D.J.R., Pienaar, R. (2005) Capital markets instruments: Analysis and valuation. New York: Prentice Hall - Pearson Education
Crittenden, M.R., Eckblad, M. (2010) Lending falls at epic pace. Wall Street Journal Online, Feb. 24, available at htt://online.wsj.com
Duffie, D., The PEW Financial reform project (2010) How should we regulate derivatives markets?. Briefing paper 5, available at: http://www.scribd.com/doc/20058686/How-should-we-regulate-the-derivatives-markets-Pew-Finacial-Reform-Project
Frank, N.S. (2010) Proposed legislation to regulate credit default swaps and other OTC derivatives: Who does greater market transparency benefit?. February, at: http://www.rkmc.com/Proposed-Legislation-to-Regulate-Credit-Default-Swaps-and-Other-OTC-Derivatives-Who-Does-Greater-Market- Transparency-Benefit.htm
Hill, R. (2009) Dodd attack on systemic risk puts derivatives: Hedge funds under. BNA Banking, Report, November 17
Lattman, P., Spector, M. (2010) Yield Junkies Return to Bond Market. Wall Street Journal, 19, p. C1, col. 1
Lynch, S.N. (2009) SEC approves ICE credit-default swap clearing plan. March 9, Marketwatch.com, http://www.marketwatch.com/story/secapprovesice-credit-default-swap; see also ICE's website at http://www.theice.com
Simkovic, M., Kaminetzku, B. (2011) Leveraged buyout bankruptcies, the problem of hindsight bias, and the credit default swap solution. Columbia Business Law Review, No. 1
Tavakoli, J.M. (2008) Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization. New Jersey: John Wiley & Sons
 

O članku

jezik rada: srpski
vrsta rada: pregledni članak
objavljen u SCIndeksu: 22.03.2013.

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