• Print
  • Email

Economic Perspectives, Vol. 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.
Having trouble accessing something on this page? Please send us an email and we will get back to you as quickly as we can.

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

Copyright © 2020. All rights reserved.

Please review our Privacy Policy | Legal Notices