Counterparty Risk and Funding

Discover the intricate world of financial risk management with Counterparty Risk and Funding by Stéphane Crépey. Published by Taylor & Francis Ltd in 2020, this comprehensive paperback spans 388 pages and serves as an essential resource for finance professionals and students alike.

This insightful book delves into the complexities of risk associated with financial transactions between banks and their counterparties. Stéphane Crépey offers a robust analytical framework for understanding the quantitative methodologies involved in dynamic valuation, mitigation, and hedging of bilateral counterparty risk, particularly in the context of over-the-counter (OTC) derivative contracts under funding constraints. Whether you are looking to enhance your knowledge or apply these concepts in practice, this book is a valuable addition to your financial library.