Any good books for risk quant?

[mame_is_me]

Hey there,

I'm looking for some books on market risk or counterparty risk for risk quant. Does anyone have some suggestions?

Thanks very much!

 

[Ken Abbott]

See what I posted in the books section. In addition, Canabarro recently edited and published a set of important papers in "Counterparty Risk Management", which is published by Risk Books.