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Risk Books Counterparty Credit Risk - OTC Derivative Analysis

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Description

Counterparty Credit Risk by Risk Books provides a deep collection of analyses regarding methods and practices used to manage OTC derivative counterparty risk. This professional finance text examines how these methods performed during the 2007-8 financial crisis to provide practical context for modern risk management. The book covers essential technical areas including counterparty risk measurement, pricing (CVA), hedging, and collateralization. It also explores stress testing, back testing, and the integration of these elements into economic capital frameworks. Written by a group of seasoned experts, the content introduces new ideas, directions, and models. This resource is highly relevant for professionals following the Basel Committee of Banking Supervision proposals for changes in regulatory capital requirements.

Key Features

This book by Risk Books offers expert analyses of methods used to manage OTC derivative counterparty risk.

The text examines the performance of risk management practices during the 2007-8 financial crisis.

Readers gain knowledge on counterparty risk measurement, pricing (CVA), hedging, and collateralization.

The content covers technical processes such as stress testing, back testing, and economic capital framework integration.

Seasoned experts discuss new ideas and models relevant to Basel Committee of Banking Supervision regulatory changes.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
22 March 2010
Listed Since
18 February 2010

Barcode

No barcode data available

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