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

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

Author : Jon Gregorypractical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing

Publisher : John Wiley & Sonsmost influential credit practitioners, Jon Gregory. Focusing on practical methods, this informative guide includes discussion

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informative guide includes discussion around the latest regulatory requirements, market practice, and academic thinking. Beginning## Counterparty Credit Risk and Credit Value Adjustment : and credit value adjustment from

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

Author : Jon GregoryCounterparty Credit Risk and Credit Value Adjustment has now been superseded by an

Publisher : John Wiley & Sonsnow been superseded by an updated version entitled The XVA Challenge: Counterparty Credit

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Counterparty Credit Risk, Funding, Collateral and Capital. Since the collapse of Lehman Brothers## Counterparty Credit Risk : has been disastrous for financial institutions, derivatives and

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

Author : Jon Gregorykey element of financial risk management, highlighted by the bankruptcy of the

Publisher : John Wiley & Sonsthe bankruptcy of the investment bank Lehman Brothers and failure of other

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other high profile institutions such as Bear Sterns, AIG, Fannie Mae and## Counterparty Credit Risk, Collateral and Funding : and advanced quantitative methods for

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

Author : Damiano Brigonew general theory that is required for this methodology is developed

Publisher : John Wiley & Sonsmethodology is developed from scratch, leading to a consistent and comprehensive

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framework for counterparty credit and funding risk, inclusive of collateral, netting## XVA : in xva xva – credit,

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

Author : Andrew Greenan up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA,

Publisher : John Wiley & SonsFunding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks

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MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an industry## Mastering Financial Calculations : on a firm understanding of key financial

Mastering Financial Calculations and mathematical techniques. Mastering Financial Calculations explains them in a clear,...

Author : Bob Steinerin a clear, comprehensive way — so even if your mathematical

Publisher : Pearson UKif your mathematical background is limited, you'll thoroughly grasp what you

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need to know. Mastering Financial Calculations starts by introducing the fundamentals## Understanding and Managing Model Risk : management of quantitative models used

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

Author : Massimo Morinifocus on mathematics and risk management books focus on regulatory aspects, this

Publisher : John Wiley & Sonson regulatory aspects, this book addresses the elements missed by this literature--the

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literature--the risks of the models themselves. This book starts from regulatory issues,## The XVA of Financial Derivatives: CVA, DVA and FVA Explained : explained series focuses on the

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

Author : Dongsheng Luinto account counterparty risk, and the XVA's Credit, Funding and Debt value

Publisher : SpringerFunding and Debt value adjustments.

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

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

Author : Giovanni Cesariaccurate way the counterparty credit exposure arising from exotic derivatives traded by the ?rm.

Publisher : Springer Science & Business Mediaexotic derivatives traded by the ?rm. As often happens, - posure of products such

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of products such as, for example, exotic interest-rate, or credit derivatives were modelled under## Energy and Power Risk Management : "energy and power risk management identifies and

Energy and Power Risk Management the keyissues in the development of the turbulent energy industry and thechallenges it poses to market...

Author : Alexander Eydelandenergy industry and thechallenges it poses to market players. An insightful andfar-reaching book written by two

Publisher : John Wiley & Sonsplayers. An insightful andfar-reaching book written by two renowned professionals." -Helyette Geman, Professor of Finance University

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Geman, Professor of Finance University Paris Dauphine and ESSEC "The most up-to-date and comprehensive book on## Collateral Management : relevance in modern banking in the

Collateral Management recent financial crises, firms of all sizes have adjusted their policies to incorporate more...

Author : Michael Simmonsadjusted their policies to incorporate more frequent instances of collateral management. Collateral Management: A

Publisher : Wileyof collateral management. Collateral Management: A Guide to Mitigating Counterparty Risk explains the connection

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explains the connection between the need for collateral management in order to alleviate counterparty## Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives : acronyms for credit, debit, and funding valuation adjustments,

Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives have become widely used by major banks since the financial crisis. This...

Author : Smith Donald Jthe financial crisis. This book aims to bridge the gap between the

Publisher : #N/Athe gap between the highly complex and mathematical models used by these

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these banks to adjust the value of debt securities and interest rate