Credit Risk Management for Derivatives

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The book provides a thorough analysis of the post-crisis regulatory framework for derivatives, focusing on its goals of minimizing credit risk and enhancing transparency. Zelenko examines the destabilizing role of derivatives in the 2008 financial crisis and discusses the evolution of market practices and counterparty risk management. It offers insights into new metrics like Credit Value Adjustment and explores effective strategies for banks navigating the complex post-crisis landscape, making it a valuable resource for risk managers and end-users.