DOWNLOAD [PDF] {EPUB} The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4. Jon Gregory
The-xVA-Challenge.pdf
ISBN: 9781119508977 | 704 pages | 18 Mb
- The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4
- Jon Gregory
- Page: 704
- Format: pdf, ePub, fb2, mobi
- ISBN: 9781119508977
- Publisher: Wiley
Free downloadable book texts The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4 FB2 DJVU
A thoroughly updated and expanded edition of the xVA challenge The period since the global financial crisis has seen a major re-appraisal of derivatives valuation, generally expressed in the form of valuation adjustments (‘xVAs’). The quantification of xVA is now seen as fundamental to derivatives pricing and valuation. The xVA topic has been complicated and further broadened by accounting standards and regulation. All users of derivatives need to have a good understanding of the implications of xVA. The pricing and valuation of the different xVA terms has become a much studied topic and many aspects are in constant debate both in industry and academia. • Discussing counterparty credit risk in detail, including the many risk mitigants, and how this leads to the different xVA terms • Explains why banks have undertaken a dramatic reappraisal of the assumptions they make when pricing, valuing and managing derivatives • Covers what the industry generally means by xVA and how it is used by banks, financial institutions and end-users of derivatives • Explains all of the underlying regulatory capital (e.g. SA-CCR, SA-CVA) and liquidity requirements (NSFR and LCR) and their impact on xVA • Underscores why banks have realised the significant impact that funding costs, collateral effects and capital charges have on valuation • Explains how the evolution of accounting standards to cover CVA, DVA, FVA and potentially other valuation adjustments • Explains all of the valuation adjustments – CVA, DVA, FVA, ColVA, MVA and KVA – in detail and how they fit together • Covers quantification of xVA terms by discussing modelling and implementation aspects. Taking into account the nature of the underlying market dynamics and new regulatory environment, this book brings readers up to speed on the latest developments on the topic.
The xVA Challenge: Counterparty Risk, Funding, Collateral
A thoroughly updated and expanded edition of the xVA challenge The Counterparty Risk, Funding, Collateral, Capital and Initial Margin.
The xVA Challenge: Counterparty Credit Risk, Funding
Collateral and Capital. Third Edition First edition published 2009, second edition published 2012 by John Wiley & Sons, Ltd. Registered office 6.2.4 Initial margin. 74 7.5.4 Impact of collateral on credit and funding exposure. 138.
The xVA Challenge: Counterparty Risk, Funding, Collateral
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley A thoroughly updated and expanded edition of the xVA challenge Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All
The xVA Challenge - Counterparty Risk, Funding, Collateral
Risk, Funding, Collateral, Capital and Initial Margin (Hardcover, 4th Edition) A thoroughly updated and expanded edition of the xVA challenge The period since the Is the information for this product incomplete, wrong or inappropriate?
The xVA Challenge Counterparty Risk, Funding, Collateral - Chegg
Counterparty Risk, Funding, Collateral, Capital and Initial Margin Rent The xVA Challenge 4th edition (978-1119508977) today, or search our site for other
The xVA Challenge by Jon Gregory | Waterstones
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin -. 1. zoom. The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin - Wiley Finance edition of the xVA challenge The period since the global financial Investing in Shares For Dummies.
P2.T6. Credit Risk Measurement & Management Bionic Turtle
Gregory, The xVA Challenge: Counterparty Credit. Risk, Funding, Collateral, and Capital Gregory, Chapter 4: Counterparty Risk. P2. COLLATERAL AND THE MARGIN PERIOD OF RISK . Counterparty Credit Risk, Funding, Collateral, and Capital, 3rd edition (West collateral in the form of initial margin creates MVA.
Valuation Adjustments: The XVA Challenge Course - London
Please contact us for more information at info@londonfs.com. They will also receive the latest edition of Jon's book "The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin" published by Wiley Finance.
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