Counterparty credit risk and credit value adjustment [electronic resource] : a continuing challenge for global financial markets / Jon Gregory.

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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Bibliographic Details

Online Access:	Full Text (via Wiley)
Main Author:	Gregory, Jon, 1971-
Format:	Electronic eBook
Language:	English
Published:	Hoboken, N.J. : Wiley, 2012.
Edition:	2nd ed.
Series:	Wiley finance series.
Subjects:	Derivative securities > Mathematical models. Risk management.