Corporate credit, CDS, loans, and structured credit.
2 published titles · Same filter in catalogue
Shelf notes for books in this topic.
Credit Risk Measurement In and Out of the Financial Crisis
This book offers an in-depth exploration of credit risk measurement, focusing on both structural and reduced-form models.
This work addresses the complexities of funding and capital valuation adjustments in global financial markets post-2008.
Anthony Saunders · Linda Allen · 2010 · John Wiley & Sons
Third-edition survey of credit risk measurement spanning structural and reduced-form models and crisis-era practice.
Funding and Capital Valuation Adjustments: A Continuing Challenge for Global Financial Markets
Damiano Brigo et al. · 2013 · John Wiley & Sons
This comprehensive volume addresses the complexities of funding and capital valuation adjustments (xVA) in the context of credit derivatives. It serves as a critical resource for professionals navigating the challenges of valuation in global financial markets.