Counterparty Credit Risk Modelling
Risk Management, Pricing and Regulation

This is an edited collection on OTC derivatives credit risk or "presettlement" risk. Very little has been published on this topic, so this book is worth a look. It is far from comprehensive. Some fundamental issues are danced around, but there is plenty of information for proefssionals ...

For similar books, see sections:

Risk Management - Credit Risk

Markets - Derivatives

Markets - Credit Derivative, CDO

Financial Engineering - Pricing Credit Risk

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