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Credit crises : from tainted loans to a global economic meltdown

Author: Jochen Felsenheimer; Philip Gisdakis
Publisher: Weinheim : Wiley-VCH, ©2008.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
"What are the transmission mechanisms during crises, how high are the related costs, and the question of whether crises are cyclical phenomena that hit the market from time to time. The authors try to find answers to these questions and show that there are many similarities between the credit crises that financial markets have experienced in the past. However here are also some specific elements which occur during a  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jochen Felsenheimer; Philip Gisdakis
ISBN: 9783527503759 3527503757
OCLC Number: 209801562
Description: 277 pages : illustrations ; 25 cm
Contents: 1. Prologue : chronology of a crisis --
1.1. The subprime turmoil included all ingredients of a severe financial markets crisis --
1.2. An exemplary credit crisis --
1.3. The chronology of a crisis, the US subprime crisis --
1.3.1. What has happened so far? : prelude to the subprime turmoil --
1.3.2. End of 2006 : first signs --
1.3.3. February 2007 : microfundamentals get affected --
1.3.4. March 2007 : only a dip? --
1.3.5. April 2007 : the first default --
1.3.6. May 2007 : the impact on the banking sector --
1.3.7. June 1007 : hedge funds blow up --
1.3.8. July 2007 : a first peak of the crisis! --
1.3.9. August 2007 : the infection mechanism is getting into full swing --
1.3.10. September 2007 : the reaction of central banks --
1.3.11. October 2007 : the second subprime wave hits the market --
1.3.12. November 2007 : the transmission channels of the crisis are getting into full swing --
1.3.13. December 2007 : "hope now" --
1.3.14. 2008 --
1.3.15. The subprime meltdown is a perfect paradigm for a credit crisis --
2. Credit instruments --
2.1. Bonds --
2.2. Loans --
2.3. Credit default swaps --
2.4. CDS indices --
2.5. Tranches --
2.6. Securitization --
3. Credit players --
3.1. Banks --
3.2. Fannie Mae and Freddy Mac --
3.3. Money market funds --
3.4. Central banks --
3.5. Hedge funds --
3.6. Bond insurer --
3.7. Private equity sponsors --
4. Credit strategies --
4.1. Leverage --
4.2. Leveraged super senior tranches --
4.3. Constant proportion debt obligations --
4.4. Structured investment vehicles --
4.5. Collateralized debt obligations --
4.6. Structured-squared madness --
5. The anatomy of a credit crisis --
5.1. Introduction --
5.2. Crisis classification --
5.3. A brief history of credit crises --
5.3.1. The sage of spillover effects and who is leading whom? --
5.3.2. Financial crises, some examples --
5.4. What can we learn from existing crises models? --
5.4.1. Bubble theory & credit markets --
5.4.2. The overshooting phenomenon --
5.4.3. Financial panic in credit markets --
5.4.4. Moral hazard in credit markets --
5.5. The credit cycle --
5.5.1. The impact of derivatives on the credit cycle --
5.5.2. Credit spreads and safe-haven yields --
5.5.3. Credit spreads and FX movements --
5.5.4. Excursus : decoupling of cycles --
6. Epilogue : how can we avoid credit crises in the future?
Responsibility: Jochen Felsenheimer and Philip Gisdakis.
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Abstract:

Based on the recent subprime crisis, the authors analyze the mechanisms of a financial market crisis.  Read more...

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