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紙図書
国立国会図書館全国の図書館
- 要約等...ses of methods and practices used......e counterparty risk and their performa......f counterparty risk measurement, pricing (CVA), hedging, collateraliza......, back testing and integration in......as, directions and models are dis......n counterparty risks."--Publisher's website.
- 内容細目Pt. I. Counterparty risk measurement and management 1. ......c counterparty credit risk 2. Collateralised credit exposure 3. Ef......r counterparty risk mitigation Pt........ Counterparty risk pricing and hedging 6. Pricing and hedging counterparty risk: lessons re-lea......e counterparty risk of credit derivative pro...... 8. Contingent credit default swaps ......unding benefit and funding cost 10. Generalized valuation of collaterali......Stress testing and scenario analy...... 12. Computing and stress testing counterparty credit risk capital Pt. IV. Economic and regulatory cap......e: from market risk to counterparty credit risk m...
- 件名Financial risk management. Derivative securi...
紙図書
国立国会図書館
- 内容細目...Securities / Anand Bhattacharya 2.Understanding the Prospectus and Prospectus Sup......ecuritizations and Asset-Backed S.......Impact of the Credit Crisis on Mort......ra Chen 10.GSE Credit Risk Transfer Deals......: Performance, Valuation, and Risk Premium Compar......ark Adelson 20.Credit Enhancement / ......ance: Measures and Valuations / Duane C. Hewlett pt. VI VALUATION AND PREPAYMENT MODELING 24.Valuation of Mortgage-Ba...... Bill McCoy 25.Modeling Prepayments and Defaults for MBS Valuation / Jonathon Wei......vel Prepayment Modeling / Bill Berliner 27.Issues and Challenges in ...... Foreclosures, and Modifications / Drew Claxton ...
紙図書
国立国会図書館
- 内容細目...usiness Lines, Risks, and Risk Management 2. ......iness Lines 3. Risks and Risk Management 4. Risk Management Sec......cts 5. Banking and Financial Prod...... Interest Rate Risk and Interest Rate ......reign Exchange Risk and Foreign Exchan......Derivatives 9. Credit Derivatives Sect. 4. Valuation 10. Distributi......s 11. Discrete and Continuous Ret...... Processes 13. Valuation and Pricing Risk 14. Some Applications of Valuation Techniques Sect. 5. Risk Modeling 15. Sensitivit....... The Value-at-Risk Measure 18. VaR and Capital Sect. ......tions: Basel 1 and Market Risk 20. Banking Re....... Accounting Standards Sect. 7. Asset Liability ...
- 件名Bank management. Banks and banking. Risk management. Bank. Risikomanag...
紙図書
全国の図書館
- 件名Credit -- Mathematical models Risk management -- Mathematical mo...
- 件名（識別子）Credit -- Mathematical models Risk management -- Mathematical mo...
紙図書
全国の図書館
- 件名Credit -- Mathematical models Risk management -- Mathematical mo...
- 件名（識別子）Credit -- Mathematical models Risk management -- Mathematical mo...
- 一般注記...(p. [479]-494) and index
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