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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 ebook
Format: pdf
ISBN: 9781118316672
Publisher: Wiley
Page: 480

We have advocated that all derivative contracts be traded through a clearinghouse so market participants know how much each institution is holding and their counterparty risk. With credit availability becoming harder to get, bankruptcies are at a 10-year peak, with more than 62,000 companies closing their doors as of September 30, according to research firm Cerved. Oct 28, 2010 - by central banks to markets, and volumes of credit guarantees and recapitalizations provided by national . In addition, broader aspects of finance can also be considered as part of the infrastructure and management (grounded heavily in value-at-risk or VAR models), the very notion and practical meaning. Nov 11, 2013 - Discounting, Libor, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance). May 4, 2013 - Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (The Wiley Finance Series). Jul 24, 2013 - Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes | by Damiano Brigo, Massimo Morini and Andrea Pallavicini | ISBN: 9780470748466 | Wrong Way Risk (WWR) for Interest Rates. Feb 8, 2014 - Macro Factors and Their Impact on Monetary Policy, The Economy and Financial Markets . This poses systemic risk challenges, many of which surfaced dramatically during the global financial crisis and earlier during the Long-Term Capital Management (LTCM) crisis. Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets, Second Edition | by Jon Gregory | ISBN: 9781118316672 | FACTORS DRIVING CREDIT EXPOSURE.