Gregory J. Counterparty Credit Risk: The new challenge for global financial markets

2010 John Wiley & Sons Ltd.
This book is a comprehensive guide to the subject of counterparty risk for practitioners
dealing with this or related topics. All aspects of counterparty risk and related areas are
discussed. Whilst financial risk management has tended to be rather quantitative in
recent years, there is a well-known danger in overuse of models and quantitative
methods. We aim to strike a balance by including quantitative material in appendices
for the book, which are not compulsory. The main text can be read freely by the nonquantitative
reader whilst appendices may be consulted by those wishing to go into more
detail on the underlying mathematical points.