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

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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

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Download ebook files for mobile The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4 by Jon Gregory (English literature)

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
Counterparty Risk, Funding, Collateral, Capital and Initial Margin Fourth Edition 10.3.3 Initial Margin 10.3.4 Cost and xVA 10.3.5 Seniority 10.3.6 Bilateral and 
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
A thoroughly updated and expanded edition of the xVA challenge The period since the The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, 4th Edition ISBN: 978-1-119-50900-4 April 2020 704 Pages 
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
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4. by Jon GregoryJon Gregory. (0).
[The xVA Challenge: Counterparty Credit Risk, Funding
See all formats and editions Hide other formats and editions The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance). Jon GregoryJon Gregory Counterparty Credit Risk: The new challenge for global financial markets (The Wiley Finance Series) Hardcover January 26, 2010.
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).
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 
The xVA Challenge - Wiley Online Library
First edition published 2009, second edition published 2012 by John Wiley & Sons, Ltd. Registered office 6.1.1 Rationale for collateral. 67 6.4.5 Variation and initial margin rehypothecation and segregation. 88 16 Margin and Capital Value Adjustments. 359 The xVA Challenge: Counterparty Credit Risk, Funding,.
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.

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