Slide 1 Slide 2 Pricing Counterparty Credit Risk at the Trade Level Michael Pykhtin Credit Analytics & Methodology Bank of America Risk Quant Congress New York; July…
Headline Title Validating Counterparty Risk Models Martin Goldberg, Ph. D. [email protected] Presented at Risk Training Managing Model Risk in Pricing and Risk Models…
Slide 1 Validating Counterparty Risk Models Martin Goldberg, Ph. D. [email protected] Presented at Risk Training Managing Model Risk in Pricing and Risk Models New…