10 ENGLISH BOOKS RELATING TO «COUNTERPARTY RISK»
Discover the use of
counterparty risk in the following bibliographical selection. Books relating to
counterparty risk and brief extracts from same to provide context of its use in English literature.
1
Counterparty Credit
Risk: The new challenge for global ...
I highly recommend this book to any intelligent layperson who seeks a better understanding of counterparty credit risk and its public policy implications." —David M. Rowe, EVP for Risk Management, SunGard, Long-time Risk Analysis ...
2
Counterparty Credit
Risk and Credit Value Adjustment: A ...
This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it.
3
Modelling, Pricing, and Hedging
Counterparty Credit ...
This volume can be considered as a roadmap to finding practical solutions to the problem of computing counterparty credit exposure for large books of both vanilla and exotic derivatives usually traded by large Investment Banks.
Giovanni Cesari, John Aquilina, Niels Charpillon, 2009
4
Counterparty Credit
Risk: Measurement, Pricing and Hedging
This book is a collection of cutting-edge reflections and ideas on methods and practices used to measure, price and manage OTC derivative counterparty risk.
5
Counterparty Risk in the Over-The-Counter Derivatives Market
The financial market turmoil of recent months has highlighted the importance of counterparty risk.
Manmohan Singh, Miguel A. Segoviano Basurto, 2008
6
Counterparty Risk, Impact on Collateral Flows and Role for ...
Counterparty risk in the United States stemming from exposures to OTC derivatives payables (after netting) is now concentrated in five banks?Goldman Sachs, JPMorgan, Bank of America, Morgan Stanley and Citi.
James Aitken, Manmohan Singh, 2009
7
Counterparty Risk in the Over-the-counter Derivates Market
One of the most cited recent works is by Barclays Bank where they acknowledge
that “counterparty risk is theoretically present in all asset classes: FX derivatives,
interest rate swaps, equity derivatives, commodity derivatives, and credit ...
Miguel A. Segoviano, Manmohan Singh, 2008
8
Counterparty Risk and Funding: A Tale of Two Puzzles
The credit crisis and ongoing European sovereign debt crisis have shown the importance of the proper assessment and management of counterparty risk. This book focuses on the interaction and possible overlap between DVA and FVA terms.
Stéphane Crépey, Tomasz R. Bielecki, Damiano Brigo, 2014
The counterparty risk capital charge for a repo trade is. 3. The banking book
refers to more traditional banking operations, such as lending activity and deposit
-taking, including longer-term lending. It would also cover repo business, but only
...
10
Counterparty Credit
Risk, Collateral and Funding: With ...
Risk-neutral pricing of counterparty risk. In: M. Pykhtin (ed.), Counterparty Credit
Risk Modelling: Risk Management, Pricing and Regulation, Risk Books, London.
Brigo, D., and Mercurio, F. (2001). Interest Rate Models: Theory and Practice ...
Damiano Brigo, Massimo Morini, Andrea Pallavicini, 2013
10 NEWS ITEMS WHICH INCLUDE THE TERM «COUNTERPARTY RISK»
Find out what the national and international press are talking about and how the term
counterparty risk is used in the context of the following news items.
EIOPA publishes technical advice on insurance investment products
Market risk covers the risk of loss due to fluctuations in the price of assets, while counterparty risk refers to potential loss from another party's ... «Out-Law.com, Jul 15»
European banks strengthen capital position, says EBA
There are some signs of growth in total assets and loan volumes, the EBA said, but supervisors see credit and counterparty risk as a concern. «Out-Law.com, Jul 15»
Managing the risks of renewable energy projects – Michael J. Spencer
Counterparty risk: The off taker in many of these countries may be the government-sponsored utility. If the utility refuses to accept the project's ... «The Malaysian Insider, Jul 15»
Moody's assigns A2/Prime-1 first time ratings to International Bank of …
Moody's has also assigned Counterparty Risk Assessments (CR Assessments) of A1(cr)/Prime-1(cr). It is the first time Moody's assigns credit ... «Moodys.com, Jul 15»
Capital Markets Veteran Kip Testwuide Joins Rapid Ratings
Rapid Ratings helps clients manage counterparty risk by providing objective, purely quantitative analysis of the financial health of tens of ... «MarketWatch, Jul 15»
Grey areas in green bonds
Add up company risk, country risk and counterparty risk (or, the risk of the ultimate buyer of the green product not being able to pay for it) and ... «Hindu Business Line, Jul 15»
Moody's confirms repack notes of ENBD Asset Finance Company …
For further information on the underlying action please see the press release titled "Moody's assigns Counterparty Risk Assessment to 16 UAE ... «Moodys.com, Jul 15»
TriOptima Eliminates 2.15 Trillion Australian Dollar (AUD) Notional …
... reduce swap inventory and counterparty risk; triResolve to reconcile OTC derivative portfolios, manage disputes and validate repository data; ... «Business Wire, Jul 15»
Easy access ETFs not immune to risk
The obvious problem is that investors are exposed to counterparty risk – the possibility that the bank backing the ETF goes bust. Such a ... «Irish Times, Jul 15»
Moody's assigns Counterparty Risk Assessments to two Mauritian …
Limassol, July 03, 2015 -- Moody's Investors Service ("Moody's") has today assigned Counterparty Risk Assessments (CR Assessments) of ... «Moodys.com, Jul 15»
