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
Textbooks free online download The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4 English version by Jon Gregory
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.
Counterparty Credit Risk, Collateral, Funding and Capital
Find out more about the Valuation Adjustments: The XVA Challenge course from Next available date: Enquire for more information - New York in relation to counterparty credit risk, collateral, funding, capital and initial margin. the latest edition of Jon's book "The xVA Challenge: Counterparty Credit Risk, Funding,
Download The Xva Challenge Counterparty Credit Risk
Counterparty Risk, Funding, Collateral, Capital and Initial Margin. Counterparty Credit Risk, Funding, Collateral and CapitalThird Edition, Wiley Counterparty credit risk and credit value adjustment a continuing challenge for global financial
Counterparty Credit Risk, Collateral, Funding and Capital
Find out more about the Valuation Adjustments: The XVA Challenge course from Next available date: Enquire for more information - New York in relation to counterparty credit risk, collateral, funding, capital and initial margin. the latest edition of Jon's book "The xVA Challenge: Counterparty Credit Risk, Funding,
The xVA Challenge : Jon Gregory : 9781119109419
The xVA Challenge : Counterparty Credit Risk, Funding, Collateral and Capital "The first and second editions of Jon Gregory's book on the post-crisis over-the-counter derivatives markets were classics, packed with a wealth of information. 71 6.2.3 Threshold 73 6.2.4 Initial margin 74 6.2.5 Minimum transfer amount and
The xVA Challenge: Counterparty Risk, Funding - Amazon.com
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Capital and Initial Margin (Wiley Finance) 4th Edition, Kindle Edition Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All
The Xva Challenge: Counterparty Risk, Funding, Collateral
The Xva Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin: Gregory, Jon: Amazon.com.mx: Libros. A thoroughly updated and expanded edition of the xVA challenge. The period since the Margin. +. Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes:.
The Xva Challenge - Counterparty Credit Risk, Funding - eBay
JON GREGORY is an independent expert specialising in counterparty risk and The Xva Challenge - Counterparty Credit Risk, Funding, Collateral, and Capital 3 The new title 'xVA' of the third edition reflects the increased complexity 71 6.2.3 Threshold 73 6.2.4 Initial margin 74 6.2.5 Minimum transfer amount and
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.
XVA - Wikipedia
While the CVA reflects the market value of counterparty credit risk, additional Valuation Adjustments for debit, funding cost, regulatory capital and margin may
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