Derivativos de crédito: aplicação para o mercado brasileiro

Detalhes bibliográficos
Ano de defesa: 2007
Autor(a) principal: Carnelos, Marcos Ricardo lattes
Orientador(a): Marques, Rosa Maria lattes
Banca de defesa: Não Informado pela instituição
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:
Palavras-chave em Inglês:
Área do conhecimento CNPq:
Link de acesso: https://tede2.pucsp.br/handle/handle/9323
Resumo: 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