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Measuring Counterparty Credit Risk Exposure

April 1, 2016
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We are delighted to share the issue for the article ‘Measuring Counterparty Credit Risk Exposure’, published on risknet. To read the article, please click here.

This paper has been written by Matthieu Maurice – Managing Director of GMS GmbH – in collaboration with Yvan Robert, Senior Principal at Accenture GmbH.

A german version is also available in the April paper edition of the Risiko-Manager (

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