Active credit management strategies are designed to generate alpha by leveraging detailed analysis and strategic decision-making to outperform market benchmarks. This involves selectively picking securities based on thorough quantitative and
Hedging with credit derivatives plays a significant role in influencing financial stability. On the positive side, these instruments allow banks and financial institutions to manage and spread their credit risks
Structural models contribute to accurate credit derivatives pricing by analyzing the creditworthiness of underlying assets using data like equity returns and credit spreads. These models assess default probabilities and potential