Crisis financiera internacional: enfoque en instrumentos y riesgos
DOI:
https://doi.org/10.15381/pc.v16i0.8990Keywords:
Default risk, asset backed securities, mortage backed security, collateralized debt obligation, financial vehicle, creddit default swap, quantitative easing.Abstract
The financial crises 2008 was very different respect to others financial crises because in this the market capitals had financial instruments very sophisticated that had two characteristic: one side, permitted debt structuring through which the debt instruments was segmented in capital and interest, that allowed risk diversification and low it. Other side, the agreements included embedded “insurances” known like CDS (credit default swap) which are exchange annuity payments that supported in case the debt fall in default. This scheme into of a context of globalization potentiated and deepened the crises.
Downloads
Published
Issue
Section
License
Copyright (c) 2011 Carlos Palomino Selem
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
THE AUTHORS RETAIN THEIR RIGHTS:
a. The authors retain their trademark and patent rights, and also on any process or procedure described in the article.
b. The authors retain the right to share, copy, distribute, execute and publicly communicate the article published in Pensamiento Crítico (for example, place it in an institutional repository or publish it in a book), with recognition of its initial publication in Pensamiento Crítico.
c. The authors retain the right to make a subsequent publication of their work, to use the article or any part of it (for example: a compilation of their works, notes for conferences, thesis, or for a book), provided they indicate the source of publication (authors of the work, journal, volume, number and date).
