Counterparty credit risk and credit value adjustment : 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...
Saved in:
| Online Access: |
Full Text (via ProQuest) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley,
2012.
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| Edition: | 2nd ed. |
| Series: | Wiley finance series.
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| Subjects: |
| 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. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781118316641 1118316649 9781118316658 1118316657 9781118316665 1118316665 9781118673638 1118673638 |
| Source of Description, Etc. Note: | Print version record and CIP data provided by publisher. |