GARP Digital Library

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Books/Articles By


  Author:  Dev, Ashish

 
 

Chapter 7

Reading Title:
Reading Author(s):
Book Title:
Book Editor:
Chapter:
7
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$14.95
 
Affiliate & Non-Member:            US$$16.00

Summary:

This chapter provides a valuable explanation of measuring economic capital for counterparty credit risk. The uncertainty of the future credit exposure to a counterparty complicates the calculation of credit risk associated with a counterparty agreement. Various methods for measuring counterparty credit exposure, economic capital for a loan or ... click here for more details.





Chapter 7

Reading Title:
Reading Author(s):
Book Title:
Book Editor:
Chapter:
7
Publisher:
Reading Price:
GARP Member (Non-Affiliate):   US$14.95
 
Affiliate & Non-Member:            US$$16.00

Summary:

This chapter provides a valuable explanation of measuring economic capital for counterparty credit risk. The uncertainty of the future credit exposure to a counterparty complicates the calculation of credit risk associated with a counterparty agreement. Various methods for measuring counterparty credit exposure, economic capital for a loan or ... click here for more details.




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GARP Digital Library