Ehlers, P. and SchAcnbucher, P. (2006) The Influence of FX Risk on Credit Spreads, working paper. ... A., Rennison, G., Soulier, A., Sharma, P. and Malinowska, M. (2008) Counterparty risk in credit markets, Barclays Capital Research Report.
Title | : | Counterparty Credit Risk and Credit Value Adjustment |
Author | : | Jon Gregory |
Publisher | : | John Wiley & Sons - 2012-09-07 |
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