• Print
  • Email
  • Share

Economic Perspectives, 22, 4th, No. 4, December 1998
Credit derivatives: Just-in-time provisioning for loan losses
Credit derivative contracts offer a new route for managing counterparty exposures. This article discusses two formats of these contracts. The contracts have potential for providing portfolio managers with a cost-effective, just-in-time source of liquidity.


Federal Reserve Bank of Chicago, 230 South LaSalle Street, Chicago, Illinois 60604-1413, USA. Tel. (312) 322-5322

Copyright © 2016. All rights reserved.

Please review our Privacy Policy | Legal Notices