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Counterparty Credit Risk

By Eduardo Canabarro

Product Image: Counterparty Credit Risk

Counterparty Credit Risk

- Used - very good
Description
This book examines key aspects of counterparty risk management and models during the crisis and proposes practical guidance to improvements. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testing, back testing and integration into economic capital frameworks
Product details
Binding:
Paperback
Number of Pages:
356
Release Date:
2010-03-30
Publication Date:
2010-03-30
Publisher:
Risk Books
Languages:
Original: English
ISBN10:
1906348340
ISBN13:
9781906348342
Weight:
730 g
Height:
157 cm
Width:
234 cm
Thickness:
28 cm
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