SEUIR Repository
Feasibility of valuing credit risk in the financial market in Sri Lanka: a case study
JavaScript is disabled for your browser. Some features of this site may not work without it.
| dc.contributor.author | Perera, W.A.S. | |
| dc.contributor.author | Munasinghe, R | |
| dc.contributor.author | Perera, S. S. N | |
| dc.date.accessioned | 2015-09-04T03:11:57Z | |
| dc.date.available | 2015-09-04T03:11:57Z | |
| dc.date.issued | 2013-07-06 | |
| dc.identifier.citation | Proceedings of the Third International Symposium 2013, pp. 11-20 | |
| dc.identifier.issn | 9789556270426 | |
| dc.identifier.uri | http://ir.lib.seu.ac.lk/handle/123456789/377 | |
| dc.description.abstract | The Sri Lankan financial market uses non analytical techniques to quantify credit risk. Credit derivatives are not used to transfer credit risk. A Credit Default Swap (CDS) is the most widely used credit derivative to manage credit risk. To evaluate the price of CDS, various sophisticated methods are used. This research paper focuses on techniques to hedge credit risk in the Sri Lankan financial market, the behaviours of CDS in derivative markets, calculating a fair value of CDS, the main advantages of using credit derivatives, and major imperfections to use the pricing process of CDS in the Sri Lankan market | en_US |
| dc.language.iso | en_US | en_US |
| dc.publisher | South Eastern University of Sri lanka | en_US |
| dc.subject | Financial market | en_US |
| dc.subject | Credit risk | en_US |
| dc.subject | Credit Default Swaps (CDS) | en_US |
| dc.title | Feasibility of valuing credit risk in the financial market in Sri Lanka: a case study | en_US |
| dc.type | Full paper | en_US |
Files in this item
This item appears in the following Collection(s)
-
3rd International Symposium - 2013 [122]
This is the proceedings of 3rd International Conference held on 06 - 07 July, 2013 at South Eastern University of Sri Lanka