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 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.

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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 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

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The XVA Challenge : recent credit crisis. the quantification of...

The XVA Challenge : risk during the recent credit crisis.

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

Author : Jon Gregory

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

Publisher : no defined

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

9781119109440

ISBN

9781119109440

isbn_13

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

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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...

Author : Jon Gregory

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

Publisher : John Wiley & Sons

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

1119109434

ISBN

1119109434

isbn_13

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

Download File Read Full Now
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 : for financial institutions, derivatives and risk management. counterparty...

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 risk management, highlighted by...

Author : Jon Gregory

key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers

Publisher : John Wiley & Sons

the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such

047068576X

ISBN

047068576X

isbn_13

other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden

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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...

Author : Jon Gregory

Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated

Publisher : John Wiley & Sons

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

1118316665

ISBN

1118316665

isbn_13

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

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

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

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

Author : Damiano Brigo

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

Publisher : John Wiley & Sons

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

047066178X

ISBN

047066178X

isbn_13

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

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

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

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

Author : Giovanni Cesari

accurate way the counterparty credit exposure arising from exotic derivatives traded

Publisher : Springer Science & Business Media

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

3642044549

ISBN

3642044549

isbn_13

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

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Mastering Financial Calculations : understanding of key financial concepts and...

Mastering Financial Calculations : on a firm understanding of key

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

Author : Bob Steiner

in a clear, comprehensive way — so even if your mathematical

Publisher : Pearson UK

if your mathematical background is limited, you'll thoroughly grasp what you

0273750607

ISBN

0273750607

isbn_13

need to know. Mastering Financial Calculations starts by introducing the fundamentals

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Discounting, LIBOR, CVA And Funding : rate and credit products for...

Discounting, LIBOR, CVA and Funding : for pricing interest rate and

Discounting, LIBOR, CVA and Funding the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation,...

Author : Chris Kenyon

and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners

Publisher : Palgrave Macmillan

an essential resource for quantitatively minded practitioners and researchers in finance.

1137268514

ISBN

1137268514

isbn_13


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