Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets

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...

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Bibliographic Details
Main Author: Gregory, Jon, 1971-
Format: eBook
Language:English
Published: Hoboken, N.J. : Wiley, 2012.
Edition:2nd ed.
Series:Wiley finance series.
Subjects:
Derivative securities > Mathematical models.
Risk management.
risk management.
BUSINESS & ECONOMICS > Investments & Securities > General.
Derivative securities > Mathematical models
Risk management
Online Access:Click for online access
Description
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.
Physical Description:1 online resource
Bibliography:Includes bibliographical references and index.
ISBN:9781118316641
1118316649
9781118316658
1118316657
9781118316665
1118316665
9781118673638
1118673638
1283603837
9781283603836
9786613916280
6613916285
Source of Description, Etc. Note:Print version record and CIP data provided by publisher.

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