[{"onix":{"CollateralDetail":{"TextContent":[{"TextType":"04","ContentAudience":"00","Text":"Pt. I. Counterparty risk measurement and management -- 1. Systemic counterparty credit risk -- 2. Collateralised credit exposure -- 3. Efficient calculation of counterparty exposure conditional on default -- 4. Effective, enterprise-wide collateral management -- 5. Evolution of the US legal framework for counterparty risk mitigation -- Pt. II. Counterparty risk pricing and hedging -- 6. Pricing and hedging counterparty risk: lessons re-learned? -- 7. The counterparty risk of credit derivative products -- 8. Contingent credit default swaps -- 9. Funding benefit and funding cost -- 10. Generalized valuation of collateralised derivatives -- Pt. III. Stress testing -- 11. Stress testing and scenario analysis: some second generation approaches -- 12. Computing and stress testing counterparty credit risk capital -- Pt. IV. Economic and regulatory capital -- 13. Back(testing) to the future: from market risk to counterparty credit risk models -- 14. Economic capital for counterparty credit risk from two perspectives"}]},"RecordReference":"9781906348342","NotificationType":"03","ProductIdentifier":{"ProductIDType":"15","IDValue":"9781906348342"},"DescriptiveDetail":{"TitleDetail":{"TitleType":"01","TitleElement":{"TitleElementLevel":"01","TitleText":{"collationkey":"","content":"Counterparty credit risk : measurement, pricing and hedging"}}},"Contributor":[{"SequenceNumber":"1","ContributorRole":[],"PersonName":{"content":"Canabarro, Eduardo","collationkey":""}}]},"PublishingDetail":{"Imprint":{"ImprintName":"Risk Books"},"PublishingDate":[]}},"hanmoto":{"datecreated":"2016-05-06 15:25:07","dateshuppan":"c2009-01","datemodified":"2016-05-06 15:25:07"},"summary":{"isbn":"9781906348342","title":"Counterparty credit risk : measurement, pricing and hedging","volume":"","series":"","publisher":"Risk Books","pubdate":"c2009-01","cover":"","author":"Canabarro,Eduardo"}}]