Catalog Search Results
Author
Series
Publisher
Wiley
Pub. Date
©2010
Physical Desc
1 online resource (xxiv, 424 pages) : illustrations
Language
English
Description
The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the...
Author
Series
Publisher
Wiley
Pub. Date
2012
Edition
2nd ed.
Physical Desc
1 online resource
Language
English
Description
A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner 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 explains the emergence of counterparty risk and how financial institutions are developing capabilities...
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