Global Derivatives: Practices and Principles Appendix III

Front Cover
Group of Thirty, 1994 - Business & Economics - 130 pages
0 Reviews

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Study Group
2
Stud Group
4
Counterparty Risk
8
Specific Conditions in Legal Agreements
24
Counterparty Risk Aggregation and Netting
33
Collateral and Credit Enhancement Arrangements
40
Credit Management Process
46
Measuring Market Risk
52
Market Risk Management Function
59
Audit and Control
69
Contents
74
Accounting and Management Information
77
EndUser Survey Results
85
During the survey questionnaires were sent to about 150 dealers of whom 80 sent
108

Bibliographic information