Measuring and managing credit risk in derivative structures
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University of Cape Town
The problem being addressed in the dissertation originates from the fact that the risk of default between counterparties are increasing, and becoming more complex and interrelated. Due to global changes like globalisation, deregulation, increasingly competitive markets, process improvements, changing customer bases, changing workforces and changing markets, the increase of credit risk within the financial system is inevitable.
Includes bibliographical references.
Mann, W. 2005. Measuring and managing credit risk in derivative structures. University of Cape Town.