Talk:Credit derivative

message: Evitavired  here.  This page has real potential. I've made a few amendments, which I hope don't cause offence.  I think that the securitisation section is only relevant to the extent that it captures funded credit derivatives.  In particular synthetic CDOs, CPPI, CPDOs etc., and that the distinction should be between funded and unfunded products.  I've been working with credit derivative products for over 10 years now, and am a lawyer, so appreciate that my viewpoint may be different.  I would love to build out the credit derivatives section of this site, and can add a lot of materials, and hope to work constructively with others here.
:The section on securitization is repeated verbatim on several related pages. You should be able to remove it while retaining a link to the main securitization page, or to the securitization transaction page. Finnancier 03:22, 7 July 2007 (UTC)
replies: text: I wikified the definition section, but it still needs work. Any suggestions? (The definition of a derivative belongs on its own separate page.) Finnancier 05:31, 7 July 2007 (UTC)

text: I agree. The structure you propose should work well. Right now, the current page repeats too much of what is available elsewhere. Finnancier 14:07, 23 July 2007 (UTC)
thread_title: Cleanup (almost) complete

message: I removed some of the info on CDS pricing because there is a more thorough explanation on the credit default swap page. Finnancier 13:34, 3 July 2007 (UTC)
replies: text: Could we also move each of the sections to their own respective pages, e.g. total return swap, credit linked notes? It will stop editors from adding to the main credit derivative page instead of contributing important information to the main sub-pages. For example, the CDS section keeps on growing even though there is a main CDS page. Finnancier 03:28, 7 July 2007 (UTC)
thread_title: Moving information to sub-pages

message: The first sentence of this article begins with an open-ended quotation that needs to be closed off. Mujep4 20:50, 5 November 2007 (UTC)
replies: text: The diagram only shows cashflow after the initial loan was made, so only interest and principle payments are shown, not the original loan. Owen× ☎ 18:39, 15 October 2008 (UTC)
thread_title: Others

message: There was some great stuff on Securitization in this article that I incoprorated into the Securitization main page I had created.
Becuase of this I am deleting most of the securitization stuff --DrewWiki 17:18, 24 January 2007 (UTC)
thread_title:  Securitization Main page 

message: The description of the waterfall is imprecise.  The current wording is the A Tranche takes the first loss.  In fact, the A Tranche sits atop all other claims against the assets, and therefor it has first call on the assets.  It is in fact the LAST to take a loss.  It is the safest.  The D or Equity Tranche take the first loss, and get the residual cash flows from the assets.  The D (equity) are at the bottom of the waterfall.  70.104.87.67 16:28, 21 April 2007 (UTC)
thread_title: Imprecise waterfall

message: I agree with the above "Zero understanding... none the wiser" commenter above. Please could someone at least spell out the acronyms, and in addition describe what the heck is a "reference entity". Thanks!  —Preceding unsigned comment added by 68.7.39.11 (talk) 00:20, 23 February 2008 (UTC)
thread_title:  Acronyms and jargon: please spell out 

message: Hi all, hey I am reading this essay by James Lieber "What cooked the world's Economy" and in that report it states that these derivatives now (January 2009) are measured at a gross value of 596 Trillion dollars. Either the number of default swap purchases has increased 10 fold in 6 months, with an insured level 20 times market capitalization, or something is a miss. I am not going to add this information to the main page, only to let you guys know its out there and where you can find it and scrutinize it.PB666 yap 22:25, 3 February 2009 (UTC)
thread_title:  Estimation of Credit Derivative Value 

message: This page desperately needs discussion of credit derivatives' role in the recent economic collapse.  —Preceding unsigned comment added by 74.72.52.7 (talk) 07:47, 19 February 2009 (UTC)
thread_title:  Recent History 

message: As I understand a derivative must have its value indexed (or be a function) of the price of an underlying. What are these underlying prices for credit "derivatives"?
200.1.173.127 (talk) 16:55, 22 May 2013 (UTC)
replies: text: The underlying is the loan itself, e.g. the the securitized mortgages, corporate bond, etc. Owen× ☎ 19:26, 22 May 2013 (UTC)
thread_title:  Dicussion, is it really a derivative? 

message: Substituted at 12:24, 29 April 2016 (UTC)
thread_title: Assessment comment