Counterparty credit risk and credit value adjustment : a continuing challenge for global financial markets
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley ,
c2012
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| Edition: | 2nd ed |
| Series: | [Wiley finance series]
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| Subjects: |
Table of Contents:
- 1. Introduction
- 2. Mitigation of counterparty credit risk
- 3. Credit value adjustment
- 4. Managing counterparty credit risk