Modelling, Pricing, and Hedging Counterparty Credit

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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

Counterparty risk: credit valuation adjustment variability and value-at-risk - Journal of Risk

Full article: Coherent global market simulations and securitization measures for counterparty credit risk

Counterparty risk: Mitigating Counterparty Risk in Forward Commitments - FasterCapital

Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis

PDF] X-Value Adjustments for Interest Rate Derivatives

Pricing

Full article: Coherent global market simulations and securitization measures for counterparty credit risk

Full article: Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading

PPT - Pricing Counterparty Credit Risk at the Trade Level PowerPoint Presentation - ID:843752

Webinar Rewind: How can banks reduce regulatory risk capital in volatile markets?

Analyzing Counterparty Credit Risk in Price Swap Derivatives - FasterCapital

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