The XVA Challenge : interest the xva challenge: counterparty credit risk, funding,...

The XVA Challenge : financial point of interest the xva challenge: counterparty

The XVA Challenge Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and...

Author : Jon Gregory

practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on

Publisher : John Wiley & Sons

most influential credit practitioners, Jon Gregory. Focusing on practical methods, this informative guide includes discussion around

1119109418

ISBN

1119109418

isbn_13

informative guide includes discussion around the latest regulatory requirements, market practice, and academic thinking. Beginning with

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The XVA Challenge : interest the xva challenge: counterparty credit risk,...

The xVA Challenge : financial point of interest the xva challenge:

The xVA Challenge Credit Risk, Funding, Collateral, and Capital is a practical guide from...

Author : Jon Gregory

practical guide from one of the leading and most influential credit

Publisher : John Wiley & Sons

most influential credit practitioners, Jon Gregory. Focusing on practical methods, this

1119109426

ISBN

1119109426

isbn_13

informative guide includes discussion around the latest regulatory requirements, market practice,

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The XVA Challenge : recent credit crisis. the quantification of firm-wide credit...

The XVA Challenge : risk during the recent credit crisis. the quantification

The XVA Challenge of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such...

Author : Jon Gregory

businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining) and central

Publisher : no defined

as netting and collateral management (margining) and central counterparties. Banks and other financial institutions have been

9781119109440

ISBN

9781119109440

isbn_13

other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements

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The Xva Challenge - Counterparty Credit Risk, Funding, Collateral, And Capital 4E : ...

The Xva Challenge - Counterparty Credit Risk, Funding, Collateral, and Capital 4E :

The Xva Challenge - Counterparty Credit Risk, Funding, Collateral, and Capital 4E ...

Author : Gregory

Publisher : no defined

9781119508977

ISBN

9781119508977

isbn_13


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Counterparty Credit Risk And Credit Value Adjustment : adjustment from a leading credit practitioner please...

Counterparty Credit Risk and Credit Value Adjustment : and credit value adjustment from a leading

Counterparty Credit Risk and Credit Value Adjustment practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has...

Author : Jon Gregory

Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled

Publisher : John Wiley & Sons

now been superseded by an updated version entitled The XVA Challenge: Counterparty Credit Risk, Funding, Collateral

1118316665

ISBN

1118316665

isbn_13

Counterparty Credit Risk, Funding, Collateral and Capital. Since the collapse of Lehman Brothers and the resultant

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Counterparty Credit Risk, Collateral And Funding : methods for the pricing and hedging of...

Counterparty Credit Risk, Collateral and Funding : and advanced quantitative methods for the pricing

Counterparty Credit Risk, Collateral and Funding hedging of counterparty credit and funding risk. The new general theory that is...

Author : Damiano Brigo

new general theory that is required for this methodology is developed from scratch,

Publisher : John Wiley & Sons

methodology is developed from scratch, leading to a consistent and comprehensive framework for

047066178X

ISBN

047066178X

isbn_13

framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible

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XVA : – credit, funding and capital valuation...

XVA : in xva xva – credit, funding

XVA Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of...

Author : Andrew Green

an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment

Publisher : John Wiley & Sons

Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling

111855678X

ISBN

111855678X

isbn_13

MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an

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Counterparty Credit Risk : for financial institutions, derivatives and risk...

Counterparty Credit Risk : has been disastrous for financial institutions,

Counterparty Credit Risk risk management. Counterparty credit risk has become the key element of financial...

Author : Jon Gregory

key element of financial risk management, highlighted by the bankruptcy of the

Publisher : John Wiley & Sons

the bankruptcy of the investment bank Lehman Brothers and failure of other

047068576X

ISBN

047068576X

isbn_13

other high profile institutions such as Bear Sterns, AIG, Fannie Mae and

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Understanding And Managing Model Risk : models used for pricing and hedging...

Understanding and Managing Model Risk : management of quantitative models used for

Understanding and Managing Model Risk hedging Whereas the majority of quantitative finance books focus on mathematics and risk management...

Author : Massimo Morini

focus on mathematics and risk management books focus on regulatory aspects, this book addresses

Publisher : John Wiley & Sons

on regulatory aspects, this book addresses the elements missed by this literature--the risks of

0470977744

ISBN

0470977744

isbn_13

literature--the risks of the models themselves. This book starts from regulatory issues, but translates

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Modelling, Pricing, And Hedging Counterparty Credit Exposure : major european investment bank, gave our team...

Modelling, Pricing, and Hedging Counterparty Credit Exposure : our employer, a major european investment bank,

Modelling, Pricing, and Hedging Counterparty Credit Exposure our team the mandate to compute in an accurate way the counterparty...

Author : Giovanni Cesari

accurate way the counterparty credit exposure arising from exotic derivatives traded by

Publisher : Springer Science & Business Media

exotic derivatives traded by the ?rm. As often happens, - posure of

3642044549

ISBN

3642044549

isbn_13

of products such as, for example, exotic interest-rate, or credit derivatives were

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Measuring Market Risk : a new chapter on options risk management,...

Measuring Market Risk : second edition includes a new chapter on

Measuring Market Risk risk management, as well as substantial new information on parametric risk, non-parametric measurements and...

Author : Kevin Dowd

on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with

Publisher : John Wiley & Sons

more practical information to help with specific calculations, and new examples including Q&A’s and

0470016515

ISBN

0470016515

isbn_13

including Q&A’s and case studies.

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The XVA Of Financial Derivatives: CVA, DVA And FVA Explained : on the new standards for derivatives...

The XVA of Financial Derivatives: CVA, DVA and FVA Explained : explained series focuses on the new

The XVA of Financial Derivatives: CVA, DVA and FVA Explained derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the...

Author : Dongsheng Lu

into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.

Publisher : Springer

Funding and Debt value adjustments.

1137435844

ISBN

1137435844

isbn_13


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