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

The XVA Challenge : financial point of interest the xva

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

Author : Jon Gregory

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

Publisher : John Wiley & Sons

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

1119109418

ISBN

1119109418

isbn_13

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

Download File Read Full Now
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...

Author : Jon Gregory

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

Publisher : John Wiley & Sons

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

1119109426

ISBN

1119109426

isbn_13

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

Download File Read Full Now
The XVA Challenge : interest the xva challenge: counterparty...

The xVA Challenge : financial point of interest the

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

Author : Jon Gregory

practical guide from one of the leading and most influential credit practitioners, Jon

Publisher : John Wiley & Sons

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

1119109434

ISBN

1119109434

isbn_13

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

Download File Read Full Now
Counterparty Credit Risk And Credit Value Adjustment : adjustment from a leading credit...

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 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

Download File Read Full Now
XVA : – credit, funding and capital valuation adjustments...

XVA : in xva xva – credit, funding and

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

Author : Andrew Green

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

Publisher : John Wiley & Sons

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

111855678X

ISBN

111855678X

isbn_13

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

Download File Read Full Now
Counterparty Credit Risk, Collateral And Funding : methods for the pricing and hedging...

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

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

Author : Damiano Brigo

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

Publisher : John Wiley & Sons

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

047066178X

ISBN

047066178X

isbn_13

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

Download File Read Full Now
Modelling, Pricing, And Hedging Counterparty Credit Exposure : major european investment bank, gave our team the...

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 arising...

Author : Giovanni Cesari

accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?rm. As

Publisher : Springer Science & Business Media

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

3642044549

ISBN

3642044549

isbn_13

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

Download File Read Full Now
An Introduction To Credit Risk Modeling : management, and financial structuring demand more...

An Introduction to Credit Risk Modeling : risk management, portfolio management, and financial

An Introduction to Credit Risk Modeling more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to...

Author : Christian Bluhm

for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques. An

Publisher : CRC Press

apply mathematical modeling tools and techniques. An Introduction to Credit Risk Modeling supplies both the

9781420057362

ISBN

9781420057362

isbn_13

Modeling supplies both the bricks and the mortar of risk management. In a gentle and

Download File Read Full Now
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

Download File Read Full Now
Energy And Power Risk Management : risk management identifies and addresses the keyissues...

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...

Author : Alexander Eydeland

energy industry and thechallenges it poses to market players. An insightful andfar-reaching book

Publisher : John Wiley & Sons

players. An insightful andfar-reaching book written by two renowned professionals." -Helyette Geman, Professor

0471455873

ISBN

0471455873

isbn_13

Geman, Professor of Finance University Paris Dauphine and ESSEC "The most up-to-date and

Download File Read Full Now
Counterparty Credit Risk Modelling : regulation of counterparty credit risk, this new...

Counterparty Credit Risk Modelling : management, pricing and regulation of counterparty credit

Counterparty Credit Risk Modelling this new title offers the most detailed and comprehensive coverage available. Michael Pykhtin, a globally...

Author : Michael Pykhtin

comprehensive coverage available. Michael Pykhtin, a globally respected expert in credit risk, has combed the

Publisher : Riskbooks

expert in credit risk, has combed the industry's most important organisations to assemble a winning

9781904339762

ISBN

9781904339762

isbn_13

to assemble a winning team of specialist contributors - presenting you with the definitive insider

Download File Read Full Now
Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives : debit, and funding valuation adjustments, have become widely...

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 book aims to bridge the...

Author : Smith Donald J

the financial crisis. This book aims to bridge the gap between the highly complex and mathematical models

Publisher : #N/A

the gap between the highly complex and mathematical models used by these banks to adjust the value

981322276X

ISBN

981322276X

isbn_13

these banks to adjust the value of debt securities and interest rate derivatives, and the end users

Download File Read Full Now