Counterparty credit risk and credit value adjustment: a continuing challenge for global financial markets
Auteur :
Gregory, Jon
Éditeur :
Gregory, Jon
ISBN :
9781118316672
Date de publication :
24 août 2012
Dimensions :
24,8 x 17,3 x 3,3 cm
Poids :
976 g
Langue :
Anglais
Pays d'origine :
USA
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.