Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets

By Jon Gregory. 2012

121 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/054c83ff23dbe6e7d8b3ee0e9a5f155e1c37cf9a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. St'ephane Cr'epey
2. Damiano Brigo
3. Tomasz R. Bielecki
4. Agostino Capponi
5. Andrea Pallavicini
6. Monique Jeanblanc
7. Daniel Sevcovic

Citations in the corpus

• Counterparty Risk and Funding: A Tale of Two Puzzles (2014, background): “• The book by Gregory (2009, 2012) is technically quite simple but explains basic CVA concepts in a clear way and is good especially for managers and finance people who need to get a general grasp of CVA fundamentals with some elements about funding/discounting, without going too technical.”