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
Downloads ebook pdf The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4 in English
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 Credit Risk, Funding
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Central Clearing and Initial Margin Requirements for OTC Derivatives (Wiley Finance Risk Management and Financial Institutions (Wiley Finance Editions).
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 Dr Jon Gregory's book "The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin" published by Wiley
The xVA Challenge (E-Book, EPUB) - UniBuchhandlung Hilbert
The xVA Challenge (E-Book, EPUB). Auf Wunschliste · Cover. eBook - Counterparty Risk, Funding, Collateral, Capital and Initial Margin, Auflage: 4. updated and expanded edition of the xVA challengeThe
The xVA Challenge: Counterparty Credit Risk, Funding
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin. (13) He is a senior advisor for Solum Financial Derivatives Advisory and is a faculty member for the certificate of With this new edition, Jon Gregory explains the latest changes in market practice, along with critical expert commentary."
The xVA Challenge: Counterparty Risk, Funding, Collateral
Compre online The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, A thoroughly updated and expanded edition of the xVA challenge This book is an essential reading for regulators and all users of OTC
Valuation Adjustments: The xVA Challenge
The xVA Challenge. A practical 4-day course presented by by Jon Gregory relation to counterparty credit risk, collateral, funding, capital and initial margin. The concepts are They will also receive the latest edition of Jon's book "The xVA
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital
Risk, Funding, Collateral, Capital and Initial Margin Wiley Finance Editions: A thoroughly updated and expanded edition of the xVA challenge Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes (.
Counterparty risk and xVA Consulting and Training
CVA Central specialises in providing Counterparty risk and xVA Consulting and He covers all topics related to xVA such as the treatment of CVA/DVA/FVA, initial margin xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital Central Clearing and Bilateral Margin Requirements for OTC Derivatives.
The Xva Challenge Counterparty Risk, Funding, Collateral
A thoroughly updated and expanded edition of the xva challenge. The xva challenge: counterparty risk, collateral, funding and capital. xva challenge: counterparty risk, funding, collateral, capital and initial margin ed 4 or
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