Managing Portfolio Risk with Credit Derivatives PoorSatisfactoryGoodVery GoodExcellent Be the first. (0 ratings) Log in to rate this article. CFA Institute Conference Proceedings Quarterly February 2005 | Vol. 2005 | No. 1 | 6 pages Source: Association for Investment Management and ResearchMarc P. Seidner, CFA Read Abstract Although futures, swaps, and options provide effective means for managing most of the main types of fixed-income portfolio risk, until relatively recently investors lacked the means for hedging credit risk. The advent and rapid growth of the credit derivatives market addressed this need. Critically, credit derivatives also provide an alternative source of liquidity to a largely inefficient corporate bond market. View more information Topics Derivatives | Fixed Income : Analysis of Credit Risk | Risk Management : Portfolio Risk Management Credits · About the CE Program 0.5 CE (including 0 SER) Record credits Credits recorded Members, log in to record your credits. Manage CE Credits People who viewed this page also viewed: Credit Suisse Global Wealth Report The "Credit Suisse Global Wealth Report" is a comprehensive study of world wealth that analyzes the world’s entire 200 trillion ... More Credit Suisse Global Wealth Databook This Databook displays the detailed dataset backing the "Credit Suisse Global Wealth Report," the comprehensive study of world ... More Top Hedge Fund Investors: Stories, Strategies, and Advice This book chronicles top hedge fund investors that played key roles in the industry, including substantial information on manager sourcing, ... More Loading ...