Derivativos de crédito: aplicação para o mercado brasileiro

• Ano de defesa: 2007
• Autor(a) principal: Carnelos, Marcos Ricardo
• Orientador(a): Marques, Rosa Maria
• Tipo de documento: Dissertação
• Tipo de acesso: Acesso aberto
• Idioma: por
• Instituição de defesa: Pontifícia Universidade Católica de São Paulo
• Programa de Pós-Graduação: Programa de Estudos Pós-Graduados em Economia Política
• Departamento: Economia
• País: BR
• Palavras-chave em Português: Derivativos; Crédito; Derivativos de crédito; Bancos; Apreçamento; Derivativos (Financas); Mercado de capitais > Brasil
• Palavras-chave em Inglês: Derivatives; Credit; Credit derivatives; Banks; Pricing
• Área do conhecimento CNPq: CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA
• Link de acesso: https://tede2.pucsp.br/handle/handle/9323

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