I strongly recommend starting with this:
Zhu, Steven and Pykhtin, Michael (2008). ”A Guide to Modeling Counterparty Credit Risk”, GARP Risk Review
This should introduce you to all necessary concepts you might encounter in a counterparty-related internship. Then you might want to read the following:
Longstaff, Francis and Schwartz, Eduardo (2001). “Valuing American Options by Simulation: A Simple Least-Squares Approach”, The Review of Financial Studies, Vol. 14, No. 1, pp. 113-147
In many banks, exotic derivatives are valued using Longstaff-Schwartz techniques for the purpose of counterparty-related calculations because of its efficiency, simplicity and good performance. This might also be the case in your place.
After that, I guess additional reading is up to you and the kind of tasks you are exposed to during your internship.
Finally, considering you mention you will be working in model risk, I also recommend the following paper:
Derman, Emanuel (1996). “Model Risk”, Quantitative Strategies Research Notes, Goldman Sachs