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Counterparty Credit Risk Modelling
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Pages: 399
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Type: BOOK - Published: 2005-01 - Publisher: Riskbooks

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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, Collateral and Funding
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Authors: Damiano Brigo
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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
Counterparty Credit Risk
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Authors: Jon Gregory
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Type: BOOK - Published: 2011-09-07 - Publisher: John Wiley & Sons

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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
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Authors: Eduardo Canabarro
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This book is a collection of cutting-edge reflections and ideas on methods and practices used to measure, price and manage OTC derivative counterparty risk.
Recommendations for Central Counterparties
Language: en
Pages: 80
Authors: Group of Ten. Committee on Payment and Settlement Systems
Categories: Clearing of securities
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