COMPLEX CREDIT STRUCTURES                                                                                   

Structured credit and credit derivatives came quite under pressure during the credit crisis starting in June 2007. However, there are tons of billions of structured credit assets in the market so that it does not make sense to ignore the demand for understanding and evaluating such assets.

Below you find an example for such structures. For a detailled description please have a look here.

Issues with such structures include modeling (Monte Carlo simulation as well as semi-analytic approaches), pricing, risk management and monitoring.