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To enhance your understanding of the risk management, pricing and regulation of counterparty credit risk, this new title offers the most detailed and comprehens
Counterparty Credit Risk and Credit Value Adjustment
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A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counter
Counterparty Credit Risk
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The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the ke
Counterparty Credit Risk, Collateral and Funding
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The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new gener
Recommendations for Central Counterparties
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Authors: Group of Ten. Committee on Payment and Settlement Systems
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