The xva challenge counterparty credit risk funding collateral and capital

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the xva challenge counterparty credit risk funding collateral and capital

Managing the Valuation Adjustments Challenge -- Understanding RVA Risk - Numerix Video Blog

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You are currently using the site but have requested a page in the site. Would you like to change to the site? Jon Gregory. Focusing on practical methods, this informative guide includes discussion around the latest regulatory requirements, market practice, and academic thinking. Beginning with a look at the emergence of counterparty risk during the recent global financial crisis, the discussion delves into the quantification of firm-wide credit exposure and risk mitigation methods, such as netting and collateral. The discussion of other aspects such as wrong-way risks, hedging, stress testing, and xVA management within a financial institution are covered. The extensive coverage and detailed treatment of what has become an urgent topic makes this book an invaluable reference for any practitioner, policy maker, or student.

Order this book today from amazon. All end—users of OTC derivatives are affected by these changes. Jon Gregory provides the reader with a comprehensive, yet readable, discourse on the different facets of counterparty risk. This book is essential reading for regulators and all users of OTC derivatives. Stuart M. He is amongst the few who can demystify the puzzle and this book is a key tool for bringing light into these dark matters.

Jon Gregory. A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on practical methods, this informative guide includes discussion around the latest regulatory requirements, market practice, and academic thinking. Beginning with a look at the emergence of counterparty risk during the recent global financial crisis, the discussion delves into the quantification of firm-wide credit exposure and risk mitigation methods, such as netting and collateral. The discussion of other aspects such as wrong-way risks, hedging, stress testing, and xVA management within a financial institution are covered. The extensive coverage and detailed treatment of what has become an urgent topic makes this book an invaluable reference for any practitioner, policy maker, or student.

Legg i handlekurven. Fri frakt for privatpersoner. Sendes innen virkedager. A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on practical methods, this informative guide includes discussion around the latest regulatory requirements, market practice, and academic thinking. Beginning with a look at the emergence of counterparty risk during the recent global financial crisis, the discussion delves into the quantification of firm-wide credit exposure and risk mitigation methods, such as netting and collateral.

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The xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital, 3rd Edition

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The Xva Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital

Retrieve your password? The impact of initial margin via mandatory central clearing and the uncleared margin rules UMR are fully assessed. The portfolio nature of xVA and links between different terms is considered in detail. Current hot topics — such as funding assumptions, return on capital and the treatment of initial margin — will also be explored. Participants will be able to take away all worked examples and additional exercises and models implemented using Excel functions and macros.

The xVA Challenge Counterparty Credit Risk, Funding, Collateral, and Capital

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2 COMMENTS

  1. Tusalate1998 says:

    The xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital ( The Wiley Finance Series): Economics Books @ iammrfoster.com

  2. Jeff B. says:

    The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit.

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