Beschreibung The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance Editions). 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 ~ 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 .
The xVA Challenge: Counterparty Risk, Funding, Collateral ~ The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance Editions) / Gregory, Jon / ISBN: 9781119508977 / Kostenloser Versand fĂŒr alle BĂŒcher mit Versand und Verkauf duch .
The xVA Challenge: Counterparty Risk, Funding, Collateral ~ The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance) - Kindle edition by Gregory, Jon. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance).
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The xVA Challenge: Counterparty Credit Risk, Funding ~ 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 .
Wiley Finance Ser.: The XVA Challenge : Counterparty Risk ~ Find many great new & used options and get the best deals for Wiley Finance Ser.: The XVA Challenge : Counterparty Risk, Funding, Collateral, Capital and Initial Margin by Jon Gregory (2020, Hardcover) at the best online prices at eBay! Free shipping for many products!
Introduction - The xVA Challenge - Wiley Online Library ~ The 2007 global financial crisis (GFC) caused a major focus on counterparty credit risk (CCR) which is the credit risk in relation to derivative products. PostâGFC, participants in the derivatives market became more aware of CCR and its quantification via credit value adjustment. They also started to create xVAs, in order to quantify other costs such as funding, collateral, and capital .
The Xva Challenge Counterparty Risk, Funding, Collateral ~ The Xva Challenge Counterparty Risk, Funding, Collateral, Capital and Initial Margin; The Xva Challenge Counterparty Risk, Funding, Collateral, Capital and Initial Margin. 30.10.2020. haby. No Comments » Counterparty Risk and Beyond - The xVA Challenge - Wiley .
The xVA Challenge: Counterparty Credit Risk, Funding ~ 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 .
The xVA Challenge: Counterparty Risk, Funding, Collateral ~ The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin: Gregory, Jon: 9781119508977: Books - .ca
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The Xva Challenge Counterparty Risk, Funding, Collateral ~ counterparty credit risk, funding, collateral, and capital (2020). The xva challenge: counterparty credit risk, funding, collateral and capital (the wiley finance series) (english edition) ebook: gregory, jon: . The counterparty credit risk (ccr)/xva solution suite supports regulatory our risk. Net interview on using big data to solve the .
The xVA Challenge: Counterparty Risk, Funding, Collateral ~ The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance) Kindle Edition by Jon Gregory (Author) Format: Kindle Edition See all formats and editions Hide other formats and editions
The Xva Challenge Counterparty Risk, Funding, Collateral ~ The Xva Challenge Counterparty Risk, Funding, Collateral, Capital and Initial Margin 04.11.2020 381 feky Counterparty Risk and Beyond - The xVA Challenge - Wiley
The Xva Challenge Counterparty Risk, Funding, Collateral ~ The xva challenge: counterparty risk, funding, collateral, capital and initial margin (wiley finance) (inglĂ©s) tapa dura â 4 may 2020. De jon gregory (autor) ver los formatos y ediciones ocultar otros formatos y ediciones. Jon gregory (2020): the xva challenge: counterparty credit risk, funding, collateral, and capital, 3rd edition, isbn: 978-1-119-10941-9. (2020): counterparty credit risk .
The xVA challenge : counterparty credit risk, funding ~ Get this from a library! The xVA challenge : counterparty credit risk, funding, collateral, and capital. [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 .
Xva Challenge - eBook - WOOK ~ Counterparty Risk, Funding, Collateral, Capital And Initial Margin de Gregory Jon Gregory . idioma: InglĂȘs. Edição: WILEY, junho de 2020 ⧠ISBN: 9781119509028 ⧠ver detalhes do produto. seja o primeiro a comentar este produto comentar. 77,86⏠i. Comprar Checkout. Disponibilidade Imediata . Ebook para ADE Sobre o Livro. Sobre o Livro. Sinopse A thoroughly updated and expanded edition .
The xVA Challenge: Counterparty Credit Risk, Funding ~ The xVA Challenge offers a practical guide to counterparty risk, funding, collateral and capital aspects in OTC derivative markets. Written by Jon Gregory, one of the leading and influential practitioners in the field, this important resource includes information on the latest academic thinking, regulatory rules and market practice.
The xVA Challenge: Counterparty Credit Risk, Funding ~ The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital provides expert perspective and real-world guidance for banks, financial institutions and other end-users of OTC derivatives and is an invaluable reference for practitioners, academics and students in the field. --Questo testo si riferisce alla hardcover edizione.
The xVA Challenge von Jon Gregory / ISBN 978-1-119-10941-9 ~ 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 .
Counterparty Credit Risk, Collateral and Funding: With ~ The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance Editions) Jon Gregory. Gebundene Ausgabe. 69,99 ⏠Lopez de Prado, M: Advances in Financial Machine Learning Lopez De Prado. 4,5 von 5 Sternen 191. Gebundene Ausgabe. 33,65 ⏠The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital (Wiley Finance Series) Jon Gregory. 4,6 .