Электронная книга: Jon Gregory «Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets»
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A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital. Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for every financial institution. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks. In addition, the book addresses the design and benefits of central clearing, a recent development in attempts to control the rapid growth of counterparty risk. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students. Издательство: "John Wiley&Sons Limited (USD)"
ISBN: 9781118316658 электронная книга Купить за 7089.31 руб и скачать на Litres |
Другие книги автора:
| Книга | Описание | Год | Цена | Тип книги |
|---|---|---|---|---|
| Central Counterparties. Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives | Practical guidance toward handling the latest changes to the OTC derivatives market Central Counterparties is a practical guide to central clearing and bilateral margin requirements, from one of the… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
| The xVA Challenge. Counterparty Credit Risk, Funding, Collateral and Capital | 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… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
| Counterparty Credit Risk. The new challenge for global financial markets | The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management… — John Wiley&Sons Limited, электронная книга Подробнее... | электронная книга |
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