Yield spreads - PowerPoint PPT Presentation

BUFN 722

BUFN 722. ch-11 Credit Risk Individual loans. Overview. This chapter discusses types of loans, and the analysis and measurement of credit risk on individual loans. This is important for purposes of: Pricing loans and bonds Setting limits on credit risk exposure. Credit Quality Problems.

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670 views • 40 slides

C HAPTER 10

C HAPTER 10. Bond Prices and Yields. Chapter Sections: Bond Basics Straight Bond Prices and Yield to Maturity More on Yields Interest Rate Risk and Malkiel’s Theorems Duration Dedicated Portfolios and Reinvestment Risk Immunization. Bond Yields.

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544 views • 39 slides

What Can We Learn About Capital Structure from Bond Credit Spreads?

What Can We Learn About Capital Structure from Bond Credit Spreads?. by M. Flannery, S. Nikolova and O. Oztekin Discussed by J. Helwege FDIC September 2006. Summary. Looks at two main theories of capital structure to see how they affect credit spreads

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220 views • 9 slides

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