---
title: A Study On Impact Of Credit Derivatives On The Indian Financial Sector
url: https://www.ml-quant.com/papers/ssrn/4983417/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4983417
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4983417
featured: 2024-10-17
citations: 0
topic: Derivatives & Volatility
---


# A Study On Impact Of Credit Derivatives On The Indian Financial Sector

The paper explores the impact of credit derivatives on risk management, banking stability, and financial growth in India's financial sector.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4983417
- Identifier: SSRN 4983417
- Released: 2023-06-01
- First featured: Quant Letter No. 70 (2024-10-17): https://www.ml-quant.com/issues/2024-10-17/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

## Related

- [Derivatives in Portfolio Optimization with Affine GARCH Models](https://www.ml-quant.com/papers/repec/spr-decfin-v-47-y-2024-i-1-d-10-1007-s10203-024-00433-5/): The article indicates that investors who include a derivative in their portfolio perform better than those who only invest in stocks and bank accounts, potentially avoiding up to 7% annual losses.
- [Hedging Counterparty Credit Risk](https://www.ml-quant.com/papers/ssrn/5142912/): The article explores how to price and hedge counterparty credit risk and funding when there's no option to hedge the default risk of the bank or the counterparty. It uses local risk minimization to determine the best strategy.
- [ECB QE Impact on Stock Market](https://www.ml-quant.com/papers/repec/eme-sefpps-sef-02-2022-0108/): The European Central Bank's unconventional monetary policies, like quantitative easing, boost stock prices and reduce market volatility.
- [Hedge Fund Risk Management](https://www.ml-quant.com/papers/ssrn/5151327/): Banks demand lower haircuts from hedge funds with more bargaining power in secured lending, potentially increasing the risk of insufficient haircuts based on standard value-at-risk models.
- [Measuring the Time-varying Systemic Risks of Hedge Funds](https://www.ml-quant.com/papers/ssrn/4807133/): A study defines hedge funds' systemic risk based on a banking index's sensitivity to extreme losses, finding that larger funds, use of leverage, and uncertain market conditions indicate higher systemic risk levels.
- [Bank System Volatility and Innovation Quality](https://www.ml-quant.com/papers/repec/mes-emfitr-v-60-y-2024-i-2-p-371-387/): Chinese non-financial firms' innovation quality positively correlates with banking sector volatility risk, but this effect is lessened for bank-related firms and during high economic policy uncertainty.