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 : 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...

Author : Jon Gregory

businesses is discussed alongside risk mitigation methods such as netting and collateral management

Publisher : no defined

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

9781119109440

ISBN

9781119109440

isbn_13

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

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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 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

1119109426

ISBN

1119109426

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, 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

1119109434

ISBN

1119109434

isbn_13

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

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

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

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

Author : Jon Gregory

Counterparty Credit Risk and Credit Value Adjustment has now been superseded

Publisher : John Wiley & Sons

now been superseded by an updated version entitled The XVA Challenge:

1118316665

ISBN

1118316665

isbn_13

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

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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...

Author : Damiano Brigo

new general theory that is required for this methodology is developed

Publisher : John Wiley & Sons

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

047066178X

ISBN

047066178X

isbn_13

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

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

XVA : in xva xva – credit, funding and capital

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

Author : Andrew Green

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

Publisher : John Wiley & Sons

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

111855678X

ISBN

111855678X

isbn_13

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

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

Counterparty Credit Risk : has been disastrous for financial institutions, derivatives

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

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

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

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Counterparty Risk And Funding : risk counterparty risk and funding:...

Counterparty Risk and Funding : manage portfolio credit risk counterparty

Counterparty Risk and Funding A Tale of Two Puzzles explains how to study risk embedded in...

Author : Stéphane Crépey

study risk embedded in financial transactions between the bank and its counterparty.

Publisher : CRC Press

bank and its counterparty. The authors provide an analytical basis for the

1466516461

ISBN

1466516461

isbn_13

the quantitative methodology of dynamic valuation, mitigation, and hedging of bilateral counterparty

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Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives : debit, and funding valuation adjustments,...

Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives : acronyms for credit, debit, and

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

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Central Counterparties : market central counterparties is a practical guide to...

Central Counterparties : to the otcderivatives market central counterparties is a

Central Counterparties practical guide to centralclearing and bilateral margin requirements, from one of theindustry's...

Author : Jon Gregory

from one of theindustry's most influential credit practitioners. With up-to-dateinformation on the

Publisher : John Wiley & Sons

With up-to-dateinformation on the latest regulations imposed after the globalfinancial crisis, this

1118891589

ISBN

1118891589

isbn_13

this book covers the mechanics of the clearingprocess and analyses the resulting

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