Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets
A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unav...
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| Format: | eBook |
| Language: | English |
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Hoboken, N.J.
Wiley
2012
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| Edition: | 2nd ed |
| Series: | The Wiley Finance Series
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| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for every financial institution. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterpar |
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| Physical Description: | 1 online resource |
| ISBN: | 9781283603836 1118316665 9781118316641 1118316649 9781118316658 9786613916280 9781118673638 1283603837 9781118316665 1118673638 1118316657 |