Research and Markets: Counterparty Risk Management - Measurement, Pricing and Regulation

DUBLIN--()--Research and Markets (http://www.researchandmarkets.com/research/9kp9qq/counterparty_risk) has announced the addition of the "Counterparty Risk Management - Measurement, Pricing and Regulation" book to their offering.

Joining forces to update their respective bestsellers Counterparty Credit Risk and Counterparty Credit Risk Modelling, editors Eduardo Canabarro and Michael Pykhtin have assembled a team of experts to provide a comprehensive and contextualised understanding of the current status and key issues in counterparty risk management in the wake of the financial crisis.

Counterparty Risk Management is a collection of clear and concise articles produced by some of the most experienced and prominent professionals in the field affiliated with such respected institutions as the Federal Reserve Board of Governors, UBS, JP Morgan and Credit Suisse. The content of Counterparty Risk Management is part of the daily job of any finance-industry related professional and each chapter will address a key aspect of counterparty risk.

This book is essential reading not only for quants and practitioners, to understand the substantive and often technical issues at hand, but for a wide cross-section of readers from risk managers, regulators and policy makers, to consultants, accountants, lawmakers, auditors and researchers.

Key Topics Covered:

Part 1 - Regulation

Chapter 1: The Basel III Enhancements to Counterparty Risk Capital Charges

Chapter 2: The Regulation of Counterparty Risk in Over-the-Counter Derivatives Markets

Chapter 3: The Non-Internal-Model Method for Counterparty Credit Risk

Chapter 4: On Credit Valuation Adjustments and Regulatory Capital

Part 2 - Exposure Modelling

Chapter 5: American Monte Carlo: A Practitioner Approach

Chapter 6: Best Market Practice for Calculation and Reporting of Wrong-Way Risk

Chapter 7: Central Counterparty Risk

Part 3 - Pricing and Hedging

Chapter 8: CVA Risk Management Post-Crisis

Chapter 9: Rethinking CVA: Valuations, Counterparty Credit Risk and Model Risk

Chapter 10: Should Derivatives Dealers Make a Funding Value Adjustment?

Chapter 11: Adjoint Algorithmic Differentiation (AAD): Real Time Counterparty Credit Risk Management in Monte Carlo Simulations

Part 4 - Stress Testing and Collateral

Chapter 12: Stress Test of Counterparty Risks and Dynamic Hedging of the CVA

Chapter 13: Dynamic Stress Testing of Counterparty Default Risk

Chapter 14: Collateral: Modelling, Pricing and Optimisation

For more information visit http://www.researchandmarkets.com/research/9kp9qq/counterparty_risk

Contacts

Research and Markets
Laura Wood, Senior Manager
press@researchandmarkets.com
For E.S.T Office Hours Call 1-917-300-0470
For U.S./CAN Toll Free Call 1-800-526-8630
For GMT Office Hours Call +353-1-416-8900
U.S. Fax: 646-607-1907
Fax (outside U.S.): +353-1-481-1716
Sector: Business

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Contacts

Research and Markets
Laura Wood, Senior Manager
press@researchandmarkets.com
For E.S.T Office Hours Call 1-917-300-0470
For U.S./CAN Toll Free Call 1-800-526-8630
For GMT Office Hours Call +353-1-416-8900
U.S. Fax: 646-607-1907
Fax (outside U.S.): +353-1-481-1716
Sector: Business