Counterparty Credit Risk Modeling - Risk Management Pricing and Regulation

Navi Mumbai, Maharashtra India (PressExposure) July 09, 2007 -- Bharat Book Bureau, a leading market information publisher has published a report - Counterparty Credit Risk Modelling:Risk Management Pricing and Regulation ([])

To enhance your understanding of the risk management, pricing and regulation of counterparty credit risk, this new title offers the most detailed and comprehensive coverage available. Michael Pykhtin, a globally respected expert in credit risk, has combed the industry’s most important organisations to assemble a winning team of specialist contributors – presenting you with the definitive insider view.


This new book brings you up-to-date with the very latest developments and innovations in modelling counterparty risk.Offers a detailed and topical analysis of the Basel Committee’s new regulatory capital rules for counterparty credit risk and the underlying models – and explains the changes Basel II will bring.You will learn from authors representing the cream of academia as well as the world’s leading financial and regulatory bodies – many of whom actively participated in the consultations between the industry and regulatory agencies on the new Basel II rules.

Topics covered include: modelling collateral agreements, the development of conditional pricing methodology, modelling exposures for credit-sensitive instruments, the development of analytical methods for portfolio credit risk, emergence of expected positive exposure as the foundation for loan equivalent exposure, and the pricing of counterparty risk for credit-sensitive instruments. Additionally, the book reviews already established modelling concepts and methods.

A comprehensive reference of lasting value – an essential learning tool for anyone involved with counterparty credit risk.

About Bharat Book Bureau

For more information, Please visit : []
or email us at :
You can also call us at +91-(022)-2757 8668 or +91-(022)-2757 9834

Bharat Book Bureau is the exclusive distributors for Economist Intelligence Unit (EIU), Euromoney for the SAARC region (India, Nepal, Srilanka, Pakistan, Bangladesh, Bhutan, and Maldives). Besides EIU we also distribute Euromonitor, Datamonitor ,Aroq, Informa including Lloyds (LLP),Risk books, Douglas-Westwood ,Bankers Almanac, Sweet & Maxwell, Asia Law & Practice (ALP), Automotive World, InterRegs (International Regulations Standards for Automotive Industry),Woodhead ,Supplier Business , Asiamoney, Financial Times (FT), Risk & Insurance Research Group (RIRG), Business Monitor International (BMI), International Financial Review (IFR), Petroleum Economist etc.

Press Release Source:

Press Release Submitted On: July 09, 2007 at 6:50 am
This article has been viewed 48260 time(s).