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010   $a9786613824363
010   $a9781462327621
010   $a1462327621
010   $a9781452707778
010   $a1452707774
010   $a9781283511919
010   $a1283511916
010   $a9781451908091
010   $a1451908091
035   $a(CKB)3360000000443430
035   $a(EBL)3014471
035   $a(SSID)ssj0000943020
035   $a(PQKBManifestationID)11503269
035   $a(PQKBTitleCode)TC0000943020
035   $a(PQKBWorkID)10974707
035   $a(PQKB)11288206
035   $a(OCoLC)694141143
035   $a(IMF)WPIEE2006013
035   $a(MiAaPQ)EBC3014471
035   $a(IMF)WPIEA2006013
035   $aWPIEA2006013
035   $a(EXLCZ)993360000000443430
100   $a20020129d2006      uf         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aPricing and Hedging of Contingent Credit Lines /$fElena Loukoianova, Salih Neftci, Sunil Sharma
205   $a1st ed.
210  1$aWashington, D.C. :$cInternational Monetary Fund,$d2006.
215   $a1 online resource (26 p.)
225 1 $aIMF Working Papers
300   $a"January 2006."
311 08$a9781451862737 
311 08$a1451862733 
320   $aIncludes bibliographical references.
327   $a""Contents""; ""I. Introduction""; ""II. Market Practice""; ""III. Modeling a CCL""; ""IV. Replicating Portfolio""; ""V. Pricing""; ""A. Method 1""; ""B. Method 2""; ""VI. Hedging Issues""; ""VII. Concluding Remarks""; ""References""
330 3 $aContingent credit lines (CCLs) are widely used in bank lending and also play an important role in the functioning of short-term capital markets. Yet, their pricing and hedging has not received much attention in the finance literature. Using a financial engineering approach, the paper analyzes the structure of simple CCLs, examines methods for their pricing, and discusses the problems faced in hedging CCL portfolios.
410  0$aIMF Working Papers; Working Paper ;$vNo. 2006/013
606   $aContingencies in finance
606   $aHedging (Finance)
606   $aLines of credit$xPrices
606   $aBanking$2imf
606   $aBanks and Banking$2imf
606   $aBanks and banking$2imf
606   $aBanks$2imf
606   $aCapital and Ownership Structure$2imf
606   $aContingent Pricing$2imf
606   $aCredit risk$2imf
606   $aCredit$2imf
606   $aDepository Institutions$2imf
606   $aDerivative securities$2imf
606   $aFinance$2imf
606   $aFinancial institutions$2imf
606   $aFinancial Instruments$2imf
606   $aFinancial regulation and supervision$2imf
606   $aFinancial Risk and Risk Management$2imf
606   $aFinancial risk management$2imf
606   $aFinancial services law & regulation$2imf
606   $aFinancing Policy$2imf
606   $aFutures Pricing$2imf
606   $aGoodwill$2imf
606   $aIndustries: Financial Services$2imf
606   $aInstitutional Investors$2imf
606   $aInvestments: Options$2imf
606   $aLines of credit$2imf
606   $aLoans$2imf
606   $aMicro Finance Institutions$2imf
606   $aMonetary economics$2imf
606   $aMonetary Policy, Central Banking, and the Supply of Money and Credit: General$2imf
606   $aMoney and Monetary Policy$2imf
606   $aMoney$2imf
606   $aMortgages$2imf
606   $aNon-bank Financial Institutions$2imf
606   $aOption pricing$2imf
606   $aOptions$2imf
606   $aPension Funds$2imf
606   $aSimulation Methods$2imf
606   $aValue of Firms$2imf
607   $aUnited States$2imf
615  0$aContingencies in finance.
615  0$aHedging (Finance)
615  0$aLines of credit$xPrices.
615  7$aBanking
615  7$aBanks and Banking
615  7$aBanks and banking
615  7$aBanks
615  7$aCapital and Ownership Structure
615  7$aContingent Pricing
615  7$aCredit risk
615  7$aCredit
615  7$aDepository Institutions
615  7$aDerivative securities
615  7$aFinance
615  7$aFinancial institutions
615  7$aFinancial Instruments
615  7$aFinancial regulation and supervision
615  7$aFinancial Risk and Risk Management
615  7$aFinancial risk management
615  7$aFinancial services law & regulation
615  7$aFinancing Policy
615  7$aFutures Pricing
615  7$aGoodwill
615  7$aIndustries: Financial Services
615  7$aInstitutional Investors
615  7$aInvestments: Options
615  7$aLines of credit
615  7$aLoans
615  7$aMicro Finance Institutions
615  7$aMonetary economics
615  7$aMonetary Policy, Central Banking, and the Supply of Money and Credit: General
615  7$aMoney and Monetary Policy
615  7$aMoney
615  7$aMortgages
615  7$aNon-bank Financial Institutions
615  7$aOption pricing
615  7$aOptions
615  7$aPension Funds
615  7$aSimulation Methods
615  7$aValue of Firms
700   $aLoukoianova$b Elena$01816361
701   $aNeftci$b Salih$01816214
701   $aSharma$b Sunil$0125664
712 02$aIMF Institute.
712 02$aInternational Monetary Fund.
801  0$bDcWaIMF
906   $aBOOK
912   $a9910956120103321
996   $aPricing and Hedging of Contingent Credit Lines$94372598
997   $aUNINA