.... © Company 2003 Assets management Risk assessment The market for treasury professionals has not been as badly affected as other areas over the last few quarters. This is mainly because of the nature of treasury operations: small teams with specialist roles. It is likely...

...‐to‐market (MTM); MTM + single add‐on; MTM + multiple add‐ons; analytical credit exposure factors; confidence banding or profiling; and Monte Carlo simulation. © MCB UP Limited 2003 Credit Risk assessment Assets management The credit risk of derivative products, commonly...