Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets by Jon Gregory

Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets

Jon Gregory

480 pages first pub 2012 (editions)

informative medium-paced
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Description

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. This book exp...

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