Introduction -- Background -- Defining counterparty credit risk -- Netting, compression, resets and termination features -- Collateral -- Default remote entities and the too big to fail problem -- Central counterparties -- Credit exposure -- Quantifying credit exposure -- Default probability, credit spreads and credit derivatives -- Portfolio counterparty credit risk -- Credit value adjustment -- Default probability , credit spreads and credit derivatives -- Portfolio counterparty credit risk -- Credit value adjustment -- Debt value adjustment -- Funding and valuation -- Wrong-way risk -- Hedging counterparty risk -- Regulation and capital requirements -- Managing CVA-The "CVA Desk" -- The future of counterparty risk

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