Counterparty Credit Risk. Slides


Sources:

1. Basel III. Counterparty credit risk – FAQ. – BCBS. – November 2011.

2. Bekele S. Counterparty credit risk. – 2009.

3. Brigo D. Counterparty Risk FAQ. – 2011.

4. Gregory J. Counterparty credit risk: The New Challenge for Global Financial Markets. – Wiley. – 2010.

5. Kambhu J., Schuermann T., Stiroh K. Hedge Funds, Financial Intermediation, and Systemic Risk // FRBNY Economic Policy Review. – December 2007.

6. Pykhtin M, Zhu S. Measuring Counterparty Credit Risk for Trading Products under Basel II. – 2006.

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