Counterparty Credit Risk Modelling - Risk Management Pricing and Regulation
Released on: September 6, 2007, 4:22 am
Press Release Author: Bharat Book Bureau
Industry: Financial
Press Release Summary: To enhance your understanding of the risk management, pricing and regulation of counterparty credit risk,
Press Release Body: Bharat Book Bureau, a leading market information distributor has tabled a report Counterparty Credit Risk Modelling:Risk Management Pricing and Regulation http://www.bharatbook.com/detail.asp?id=9606 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. Summary This new book brings you up-to-date with the very latest developments and innovations in modelling counterparty risk.Offers a detailed and topical analysis of the Basel Committee’s new regulatory capital rules for counterparty credit risk and the underlying models – and explains the changes Basel II will bring.You will learn from authors representing the cream of academia as well as the world’s leading financial and regulatory bodies – many of whom actively participated in the consultations between the industry and regulatory agencies on the new Basel II rules. Topics covered include: modelling collateral agreements, the development of conditional pricing methodology, modelling exposures for credit-sensitive instruments, the development of analytical methods for portfolio credit risk, emergence of expected positive exposure as the foundation for loan equivalent exposure, and the pricing of counterparty risk for credit-sensitive instruments. Additionally, the book reviews already established modelling concepts and methods. A comprehensive reference of lasting value – an essential learning tool for anyone involved with counterparty credit risk. For more information kindly visit : http://www.bharatbook.com/detail.asp?id=9606 bharatbook.com, a leading information aggregator, facilitates and supports the business information needs for market research , corporate / strategic planning by providing the latest information in the form of reports, journals, magazines and databases on varied industries like automotive, oil and gas, shipping, textiles, pharmaceuticals, energy, banking, finance, insurance, risk management, country intelligence, consumer & durable goods, chemical and more. With over 90,000 reports, you can get instant access and insights on the studies in your areas of interest. Contact us at +91 22 27578668 / 27579438 or email info@bharatbook.com or our website www.bharatbook.com
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