信用衍生性商品相關知識(ppt 178頁)

主要內容
信用評級 Credit Ratings
信用利差 Credit Spread
信用衍生性商品 Credit Derivatives
信用違約交換 Credit Default Swap (CDS)
總收益互換 Total Return Swap (TRS)
信用聯結票據 Credit Linked Note (CLN)
抵押債務債券擔保債務憑證
Collateralized Debt Obligation (CDO)
固定比例債務債券
Constant Proportion Debt Obligation (CPDO)
固定比例投資組合保險債券
Constant Proportion Portfolio Insurance (CPPI )
雙幣別衍生品 Quanto
雙幣別衍生品交換 Quanto Swap

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