Instructional Video: Gregory, Chapter 3. Counterparty Risk and Beyond

Gregory,  Chapter 4: Counterparty Risk is a 19 minute instructional video analyzing the following concepts:

* Describe credit exposure, credit migration, recovery, mark-to-market, replacement cost, default probability, loss given default and the recovery rate.
* Identify and describe the different ways institutions can quantify, manage and mitigate counterparty risk.

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