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Counterparty credit risk: the new challenge for global financial markets

By: Gregory, JonMaterial type: TextTextOriginal 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/G74/2011
Contents:
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.
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Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/6024.A3/G74/2011 (Browse shelf) Available 00003315

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.

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