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Counterparty Credit Risk Modelling Risk Management Pricing and Regulation Hy Vind Bevryding En WordThis New Book Brings You Up To Date With the Very Latest Developments and Innovations in Modelling Counterparty Risk. It Offers a Detailed and Topical Analysis of the Basel Committee's New Regulatory Capital Rules for Counterparty Credit Risk and the Underlying Models and Explains the Changes Basel Ii Will Bring. You Will Learn From Authors Representing the Cream of Academia As Well As the World's Leading Financial and Regulatory Bodies Many of Whom
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