Counterparty Credit Risk: The new challenge for global financial markets (The Wiley Finance Series)

Counterparty Credit Risk: The new challenge for global financial markets (The Wiley Finance Series)
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Counterparty Credit Risk: The new challenge for global financial markets (The Wiley Finance Series) Description

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The initial decade of the 21st century has been disastrous for monetary institutions, derivatives and risk management. Counterparty risk has grow to be the most important part of managing monetary risks, said the bankruptcy of investment bank Lehman Brothers and the failure of other leading institutions like Bear Sterns, AIG, Fannie Mae and Freddie Mac . The sudden realization of the overall credit risk, has seriously compromised the health of global financial markets. Counterparty risk has turn out to be a significant concern for all financial books institutions.This explains the emergence of counterparty risk in the recent credit crisis. Quantification of exposure of the firm’s overall credit for trading desks and business is discussed, as well as risk mitigation methods such as clearing and collateral management (margin). Banks and other monetary institutions have recently been creating its resources for the counterparty risk and the cost of these elements are studied in detail by a c. Counterparty Credit Risk: The new challenge for global financial markets (The Wiley Finance Series)

\n\nCounterparty Credit Risk: The new challenge for global monetary markets (The Wiley Finance Series) Ebook

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