Counterparty Credit Risk

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Counterparty Credit Risk Modelling

Counterparty Credit Risk Modelling
Author :
Publisher : Riskbooks
Total Pages : 399
Release :
ISBN-10 : 190433976X
ISBN-13 : 9781904339762
Rating : 4/5 (762 Downloads)

Book Synopsis Counterparty Credit Risk Modelling by : Michael Pykhtin

Download or read book Counterparty Credit Risk Modelling written by Michael Pykhtin and published by Riskbooks. This book was released on 2005-01 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: To enhance your understanding of the risk management, pricing and regulation of counterparty credit risk, this new title offers the most detailed and comprehensive coverage available. Michael Pykhtin, a globally respected expert in credit risk, has combed the industry's most important organisations to assemble a winning team of specialist contributors - presenting you with the definitive insider view.


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It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit expo