credit derivative risk management interview

sloan · January 17th, 2005, 5:27 am

Dear All,I will take an interview for a credit risk management position next week. I am not sure what I would be asked in the interview. How could I prepare for that? I guess maybe there are some professionals in the related field here. Could you please tell us more about credit derivative risk management in real business? I heard that CD is developing very fast and want to learn more about it.Thank you very much!

HyperGeometric · January 17th, 2005, 6:03 pm

If you have a copy of Hull, cram chapters on Credit Risk (26), Credit Derivatives (27). Couple of my friends went through similar interview and said they almost asked them everything in the two chapters. Based on another experince, I would also study Greeks (14), Volatility Smiles (15), Value-at-Risk (16)

sloan · January 18th, 2005, 2:42 am

This is very helpful. Thank you!