I want to learn about the latest methods used to measure credit risk, which I believe is same as counterparty risk. Can you please direct me some links for this. I have come across a few of them but each of them seems to be talking a different way to measure counterparty risk. eg basel-3 .
I don't know a tutorial on the Internet but I have a book on the topic that I think you could be interested in:
The book is a non-mathematical introduction to counter-party credit risk. It introduces concepts such as wrong-way risk, netting, potential-future exposure etc. Please give a try.
For more recent and advanced tools you should read books and articles from: Brigo, Rebonato, Pykhtin.