The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4. Jon Gregory
The-xVA-Challenge-Counterparty.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
Pdf of books download The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4
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 - Chegg
Counterparty Risk, Funding, Collateral, Capital and Initial Margin Rent The xVA Challenge 4th edition (978-1119509004) today, or search our site for other
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 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.
Wiley Finance: The Xva Challenge : Counterparty Risk, Funding
Free 2-day shipping. Buy Wiley Finance: The Xva Challenge : Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Edition 4) (Hardcover) at
XVA: Credit, Funding and Capital Valuation - Amazon.com
XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Book details. ISBN-10. 111855678X. ISBN-13. 978-1118556788. Edition. 1st Central Clearing and Initial Margin Requirements for OTC Derivatives The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley
The Xva Challenge Counterparty Risk, Funding, Collateral, Capital
Please note that this second edition of counterparty credit risk and The xva challenge: counterparty risk, collateral, funding and capital in hessen. To mitigate counterparty risk, the variation margins, x, need to be computed for the counterparty credit risk, collateral, funding, capital and initial margin.
The xVA Challenge, Counterparty Risk, Funding, Collateral
by Jon Gregory. Buy a discounted Hardcover of The xVA Challenge online from Australia's leading online bookstore. xVA Challenge. Counterparty Risk, Funding, Collateral, Capital and Initial Margin Edition Number: 4. Published: 20th
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