Lien ebook : https://login.ezproxy.univ-catholille.fr/login?url=https://s...

eISBN : 978-1-118-31666-5

Sommaire :
SECTION I INTRODUCTION
1 Introduction
2 Background
3 Defining Counterparty Credit Risk

SECTION II MITIGATION OF COUNTERPARTY CREDIT RISK
5 Collateral
7 Central Counterparties
8 Credit Exposure

SECTION III CREDIT VALUE ADJUSTMENT
9 Quantifying Credit Exposure
10 Default Probability, Credit Spreads and Credit Derivatives
11 Portfolio Counterparty Credit Risk
12 Credit Value Adjustment
13 Debt Value Adjustment
14 Funding and Valuation
15 Wrong-Way Risk

SECTION IV MANAGING COUNTERPARTY CREDIT RISK
16 Hedging Counterparty Risk
17 Regulation and Capital Requirements
18 Managing CVA – The “CVA Desk”
19 The Future of Counterparty Risk

References
Index

Langue : Anglais

Collection : WILEY FINANCE

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque