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
Ebooks in txt format free download The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4 PDB iBook English version
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 Counterparty Risk, Funding, Collateral, Capital and Initial Margin It's now a major point of action for all financial institutions, which have realized the A thoroughly updated and expanded edition of the xva challenge. The xva challenge: counterparty risk, collateral, funding, capital, initial margin and
The xVA Challenge: Counterparty Risk, Funding, Collateral
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, Fourth Edition. Author(s):. Jon Gregory. First published:4
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, Capital
The xva challenge: counterparty risk, funding, collateral, capital and initial margin / edition 4 available in hardcover, nook book read an
A Practical Approach to XVA: The Evolution of Derivatives
Practical Approach To Xva, A and millions of other books are available for Amazon Kindle. to heavy funding costs (FVA), initial margin (MVA) and capital requirements The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and IPOs (Includes Valuation Models + Online Course) 3rd Edition (Wiley Finance).
The xVA Challenge. Counterparty Risk, Funding, Collateral
The xVA Challenge. Counterparty Risk, Funding, Collateral, Capital and Initial Margin. Edition No. 4. Wiley Finance.
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,.
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