Questions tagged [structured-credit]

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What is the typical work-flow and skills/techniques required for someone working on Structuring Products?

Are there any Portfolio Optimization techniques (Markowitz, Prospect Theory, etc...), valuations and derivatives hedging techniques? What is a typical workflow and what should one master?
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Modelling Specialised Lending deals

This question by itself is less a quant question but it has impact on the quantitative model to use. In 2006 CEBS gudilines we find a definition similar to this: Specialised Lending (SP) is a sub-...
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Implied number of defaults in an Index CDS

Is there a standard way to imply the number of index defaults from index CDS pricing? For example, for the iTraxx XOVER index is it possible to infer the expected number of defaults in the index for 1 ...