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Counterparty credit risk and
credit value adjustment “Jon Gregory is the acknowledged
global expert on
counterparty credit risk.This
new edition of his definitive treatment of the subject, fully updated and expanded, will remain the go-to source on
counterparty risk management and valuation. Robert Steigerwald is a senior policy advisor in the
financial markets group at the
Federal Reserve Bank of Chicago, where his work focuses upon public policy issues relating to
financial market regulation and payment, clearing and settlement infrastructures.
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