Риск контрагентов сделки кредитного дефолтного свопа как существенный фактор глобального финансового кризиса

Вестник Южно-Уральского государственного университета. Серия: Экономика и менеджмент. 2010. № 39(215). С. 15–24.

Mezentsev V.

The classical and synthetic securitizations and their historical development from the moment of their origin are observed in the article. The main instruments of securitization, their circuit engineering and main basic assets are described. In addition the global financial crisis, its development and preconditions are observed. The role the instruments of securitization and the contractor risk of the credit default swap deals role in the crisis is shown. Some ways of a quantitative assessment of the contractor risk and the factors which intensify its impact on the system of finance and the main methods of the risk management are described.

 

Keywords: секьюритизация, кредит, страхование, Credit default swaps, риск контрагента, financial crisis, кредитный дефолтный своп, глобальный финансовый кризис, финансовое посредничество, synthetic securitization, синтетическая секьюритизация, contractor risk, credit event, credit derivative, кредитный дериватив, сберегательное дело