PRMIA: Practices for Credit and Counterparty Credit Risk Management - Justin McCarthy & Stefan Loesch

PRMIA: Practices for Credit and Counterparty Credit Risk Management

By Justin McCarthy & Stefan Loesch

  • Release Date: 2023-02-20
  • Genre: Finance

Description

Practices for Credit and Counterparty Credit Risk Management provides a primer on sound practices of credit and counterparty credit risk management. Covering topics from classic credit instruments and the credit lifecycle to complex credit derivatives, securitization, credit risk modeling, portfolio management, counterparty credit basics, risk mitigation aspects, and the management of counterparty credit risk, this resource will be invaluable for financial risk managers responsible for credit risk management.