Narrow your search

Library

National Bank of Belgium (2)

UAntwerpen (1)

UCLouvain (1)


Resource type

book (3)


Language

English (3)


Year
From To Submit

2014 (1)

2009 (2)

Listing 1 - 3 of 3
Sort by

Book
Counterparty Credit Risk : Measurement, Pricing and Hedging
Author:
ISBN: 1908823445 Year: 2009 Publisher: Risk Books

Loading...
Export citation

Choose an application

Bookmark

Abstract

This book examines key aspects of counterparty risk management and models during the crisis and proposes practical guidance to improvements. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testing, back testing and integration into economic capital frameworks

Keywords


Book
Counterparty risk management
Authors: ---
ISBN: 9781782720928 Year: 2014 Publisher: London Incisive Media

Loading...
Export citation

Choose an application

Bookmark

Abstract

Listing 1 - 3 of 3
Sort by