Released on: September 6, 2007, 4:22 am

Press Release Author: Bharat Book Bureau

Industry: Financial

Press Release Summary: To enhance your understanding of the risk management, pricing
and regulation of counterparty credit risk,

Press Release Body: Bharat Book Bureau, a leading market information distributor has
tabled a report Counterparty Credit Risk Modelling:Risk Management Pricing and
Regulation http://www.bharatbook.com/detail.asp?id=9606
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.
Summary
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.
For more information kindly visit : http://www.bharatbook.com/detail.asp?id=9606
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