The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4 by Jon Gregory

Search and download free e books The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4 in English by Jon Gregory

Download The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4 PDF

The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4
Jon Gregory
Page: 704
Format: pdf, ePub, mobi, fb2
ISBN: 9781119508977
Publisher: Wiley

The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4

Search and download free e books The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4 in English 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.

The Xva Challenge: Counterparty Risk, Funding, Collateral
The Xva Challenge book. Read reviews from world's largest community for readers. A thoroughly updated and expanded edition of the xVA challengeThe peri Read saving… The Xva Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin · Other editions. Enlarge cover. 51636132. 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 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. 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 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 9781119508977: The xVA Challenge: Counterparty Risk
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance) by Gregory, Jon at AbeBooks.co.uk - ISBN 10: 1119508975 - ISBN 13: View all formats and editions of this title: · Softcover 4. The xVA Challenge. Jon Gregory (author). Published by Wiley 2020-05-20, Hoboken (2020). The Xva Challenge Counterparty Risk, Funding, Collateral, Capital
Get free the xva challenge counterparty credit risk funding collateral and capital the risk, funding, collateral, capital and initial margin (hardback, 4th edition). The challenge for all but the very largest institutions is how to Collateral Management: A Guide to Mitigating - Amazon.com
Buy for others. Give as a gift or purchase for a team or group.Learn more Michael Simmons (Author) Format: Kindle Edition The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance). Jon GregoryJon Gregory. 4.9 out of 5 stars 13. Kindle Edition. $72.00 · Financial Markets The Xva Challenge Counterparty Risk, Funding, Collateral, Capital
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