Derivativos de crédito: aplicação para o mercado brasileiro

• Autor(a) principal: Carnelos, Marcos Ricardo
• Data de Publicação: 2007
• Tipo de documento: Dissertação
• Idioma: por
• Título da fonte: Biblioteca Digital de Teses e Dissertações da PUC_SP
• Texto Completo: https://tede2.pucsp.br/handle/handle/9323
• topic: Derivativos; Crédito; Derivativos de crédito; Bancos; Apreçamento; Derivativos (Financas); Mercado de capitais -- Brasil; Derivatives; Credit; Credit derivatives; Banks; Pricing; CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA

The aim of this work is to analyze the dynamic of the evolution of new financial products called credit derivatives. The purpose of this analysis is to provide a better comprehension of the transformation process of the financial products, mainly those related to management of credit portfolios, as well as, to show the advantages that these products can offer to the Brazilian market. The focus of this work is on the national market, which is at its early stage of development, still having little liquidity, however, the international market of these products is very large and every day new products are developed. The work also shows the applicability of different kinds of credit derivatives and the way these products should be handled