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

• The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4
• Jon Gregory
• Page: 704
• Format: pdf, ePub, mobi, fb2
• ISBN: 9781119508977
• Publisher: Wiley

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

Free ebooks for mobiles download The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4

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 The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, 4th Edition ISBN: 978-1-119-50900-4 April 2020 704 Pages  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). Counterparty Credit Risk and Credit Value Adjustment: A
Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance). The xVA Challenge, Counterparty Risk, Funding, Collateral
by Jon Gregory. Buy a discounted Hardcover of The xVA Challenge online from Australia's leading online bookstore. xVA Challenge. Counterparty Risk, Funding, Collateral, Capital and Initial Margin Edition Number: 4. Published: 20th  Counterparty Credit Risk, Collateral and Funding: With Pricing
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin Central Counterparties: Mandatory Central Clearing and Initial Margin Publisher : Wiley; 1st edition (April 22, 2013); Language : English; Hardcover 

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