Risk Types, CVA, Basel III, and OIS Discounting

  • Rupak Chatterjee


The foregoing chapters described various financial contracts along with their valuation and risk on an instrument by instrument basis. In reality, internal heads of risk management and government regulators must look at the overall risk of the firm across all trading activities and asset classes.


Migration Depression Income Autocorrelation Rosen 

Copyright information

© Rupak Chatterjee 2014

Authors and Affiliations

  • Rupak Chatterjee
    • 1
  1. 1.NYUS

Personalised recommendations