Download or read book Structured Credit Portfolio Analysis, Baskets and CDOs written by Christian Bluhm and published by CRC Press. This book was released on 2006-09-29 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: The financial industry is swamped by credit products whose economic performance is linked to the performance of some underlying portfolio of credit-risky instruments, like loans, bonds, swaps, or asset-backed securities. Financial institutions continuously use these products for tailor-made long and short positions in credit risks. Based on a stead