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Counterparty Valuation Adjustments Guide by Mo Mok is a document available to read on EtoBox.

What is Counterparty Valuation Adjustments Guide about?

The document discusses the need to account for counterparty valuation adjustments due to increased counterparty risk from financial crises, bank failures, and recessions. It notes the large size of over-the-counter derivatives markets, especially interest rate derivatives, and how counterparty risk was not previously considered when trading swaps.

Author

Mo Mok

Language

EN