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448 pages • first pub 2010 (editions)
ISBN/UID: 9780470685761
Format: Hardcover
Language: English
Publisher: John Wiley & Sons
Publication date: 26 January 2010
Description
This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral ...
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448 pages • first pub 2010 (editions)
ISBN/UID: 9780470685761
Format: Hardcover
Language: English
Publisher: John Wiley & Sons
Publication date: 26 January 2010
Description
This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral ...