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...
| Autor principal: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, NJ :
Wiley
2012.
|
| Edición: | 2nd ed |
| Colección: | Wiley finance series.
|
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628602206719 |
| Sumario: | 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 c |
|---|---|
| Notas: | Rev. ed. of: Counterparty credit risk. c2010. Includes index. |
| Descripción Física: | 1 online resource (481 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781118673638 9781283603836 9786613916280 9781118316658 |
