Counterparty credit risk: the new challenge for global financial markets
Material type: TextOriginal language: Spanish Publisher: West Sussex ; John Wiley & Sons ; 2011Edition: ReimpDescription: 424 pISBN: 978-0-470-68576-1Subject(s): Riesgo de crédito | Mercados financierosLOC classification: HG/6024.A3/G74/2011Item type | Current location | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Libros | Biblioteca de la Superintendencia del Mercado de Valores - SMV | HG/6024.A3/G74/2011 (Browse shelf) | Available | 00003315 |
Close shelf browser
No cover image available | No cover image available | |||||||
HF/5626/I58/2011/A Normas internacionales de información financiera A: el marco conceptual y los requerimientos | HF/5626/I58/2011/B Normas internacionales de información financiera B: los documentos complementarios | HG/4028/K68/2006 Securitization: the financial instrument of the future | HG/6024.A3/G74/2011 Counterparty credit risk: the new challenge for global financial markets | HB/171.5/S36/2010 Economía con aplicaciones a Latinoamérica | HD/70.U5/COSO/2009/GUIA Guía para la Supervisión de Sistemas de Control Interno: control interno, marco integrado | HA/29/A53/2012 Estadística para negocios y economía |
Contiene: 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.- 6. Overview of credit risk and credit derivates.- 7. Princing counterparty credit risk I.- 8. Princing counterparty credit risk II.- 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 roles of a central counterparty.- 15. The future of counterparty risk.
There are no comments on this title.