Counterparty Credit Risk Book Recommendation

maxb · June 10th, 2015, 1:46 pm

Hi all,I just started working for a firm and I'm in the counterparty credit risk team. I'm wondering if anyone could recommend me one or two good textbooks to read or any good online tutoring website on the subject.Any advice would be greatly appreciated.Thanks

Chargerbullit · June 19th, 2015, 9:06 pm

What exactly are you doing in counterparty credit risk? I ask because teams that deal with exposure management of OTC derivative portfolios are pretty obscure and specialized teams that only banks tend to have. That means that you have, based on my own experience, a really limited selection of reading material. the "best" one I know of. I could write a better book based on experience in this area but well..