Feasibility of valuing credit risk in the financial market in Sri Lanka: a case study

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dc.contributor.authorPerera, W.A.S.
dc.contributor.authorMunasinghe, R
dc.contributor.authorPerera, S. S. N
dc.date.accessioned2015-09-04T03:11:57Z
dc.date.available2015-09-04T03:11:57Z
dc.date.issued2013-07-06
dc.description.abstractThe 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 marketen_US
dc.identifier.citationProceedings of the Third International Symposium 2013, pp. 11-20
dc.identifier.issn9789556270426
dc.identifier.urihttp://ir.lib.seu.ac.lk/handle/123456789/377
dc.language.isoen_USen_US
dc.publisherSouth Eastern University of Sri lankaen_US
dc.subjectFinancial marketen_US
dc.subjectCredit risken_US
dc.subjectCredit Default Swaps (CDS)en_US
dc.titleFeasibility of valuing credit risk in the financial market in Sri Lanka: a case studyen_US
dc.typeFull paperen_US

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