Comment :

ISBN 13 : 978-0-470-68576-1

Contents : Contents

Introduction

1. Setting the Scene.
2. Defining Counterparty Credit Risk.
3. Mitigating Counterparty Credit Risk.
4. Quantifying Counterparty Credit Exposure, I.
5. Quantifying Counterparty Credit Exposure, II : The Impact of Collateral.
6. Overview of Credit Risk and Credit Derivatives.
7. Pricing Counterparty Credit Risk, I.
8. Pricing Counterparty Credit Risk, II : Wrong-way Risk.
9. Hedging Counterparty Risk.
10. Portfolio Models and Economic Capital.
11. Counterparty Risk, Regulation and Basel II.
12. Managing Counterparty Risk in a Financial Institution.
13. Counterparty Risk of Default-remote Entities.
14. The Role of a Central Counterparty.
15. The Future of Counterparty Risk.

Glossary.
References.
Index.

Language : English

Series : FINANCE

Figure(s) : Tableau(x) ; Schémas

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque