CREDIT RISK of DERIVATIVES
(Overview report from 1991)
Introduction & Contents
Equity investors have not traditionally concerned themselves much with credit
analysis. However, this analysis should become more important with increasing
exposure to derivatives - or at least contact with other companies who have that
exposure.
This document focuses on equity derivatives, and identifies where the credit risk
lies across the broad spectrum of new derivative instruments.
A brief outline of futures exchanges and OTC options is given to describe the source and nature of the
credit risk involved.
Note: this article is also available in MS Windows hypertext help (.HLP) format, which can be downloaded (zipped file approx 66k) for reading off-line.
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