Counterparty Risk FAQ


Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending

Damiano Brigo web site has a good selection of papers and decks.

~ by mdavey on August 16, 2012.

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