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|z 9781451862737
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|a 1018-5941
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|a BD-DhAAL
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|a Loukoianova, Elena.
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|a Pricing and Hedging of Contingent Credit Lines /
|c Elena Loukoianova, Salih Neftci, Sunil Sharma.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2006.
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| 300 |
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|a 1 online resource (26 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a Contingent credit lines (CCLs) are widely used in bank lending and also play an important role in the functioning of short-term capital markets. Yet, their pricing and hedging has not received much attention in the finance literature. Using a financial engineering approach, the paper analyzes the structure of simple CCLs, examines methods for their pricing, and discusses the problems faced in hedging CCL portfolios.
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| 538 |
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|a Mode of access: Internet
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|a Neftci, Salih.
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|a Sharma, Sunil.
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|a IMF Working Papers; Working Paper ;
|v No. 2006/013
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2006/013/001.2006.issue-013-en.xml
|z IMF e-Library
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