Counterparty Credit Risk: The New Challenge for Global Financial Markets by Jon Gregory

Counterparty Credit Risk: The New Challenge for Global Financial Markets

Jon Gregory

448 pages first pub 2010 (editions)

informative medium-paced
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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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