Электронная книга: Andrew Green «XVA. Credit, Funding and Capital Valuation Adjustments»

XVA. Credit, Funding and Capital Valuation Adjustments

Thorough, accessible coverage of the key issues in XVA XVA– Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an industry expert, this book navigates you through the complexities of XVA, discussing in detail the very latest developments in valuation adjustments including the impact of regulatory capital and margin requirements arising from CCPs and bilateral initial margin.The book presents a unified approach to modelling valuation adjustments including credit risk, funding and regulatory effects. The practical implementation of XVA models using Monte Carlo techniques is also central to the book. You'll also find thorough coverage of how XVA sensitivities can be accurately measured, the technological challenges presented by XVA, the use of grid computing on CPU and GPU platforms, the management of data, and how the regulatory framework introduced under Basel III presents massive implications for the finance industry. Explores how XVA models have developed in the aftermath of the credit crisis The only text to focus on the XVA adjustments rather than the broader topic of counterparty risk. Covers regulatory change since the credit crisis including Basel III and the impact regulation has had on the pricing of derivatives. Covers the very latest valuation adjustments, KVA and MVA. The author is a regular speaker and trainer at industry events, including WBS training, Marcus Evans, ICBI, Infoline and RISK If you're a quantitative analyst, trader, banking manager, risk manager, finance and audit professional, academic or student looking to expand your knowledge of XVA, this book has you covered.

Издательство: "John Wiley&Sons Limited (USD)"

ISBN: 9781118556757

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Andrew Green

Andrew Green may refer to:

*Andrew Green (diplomat) (born 1941), former British diplomat and immigration activist
*Andrew H. Green (1830–1918), American fraternity founder
*Andrew Haswell Green (1820–1903), American civic leader
*Andy Green (born 1962), British land speed record driver
*Andy Green (baseball) (born 1977), American baseball player

ee also

*Andrew Greene (born 1969), Canadian Football League offensive tackle
*Andy Greene (born 1982), American ice hockey

Источник: Andrew Green

См. также в других словарях:

  • Andrew Green — may refer to:*Andrew Green (diplomat) (born 1941), former British diplomat and immigration activist *Andrew H. Green (1830 ndash;1918), American fraternity founder *Andrew Haswell Green (1820 ndash;1903), American civic leader *Andy Green (born… …   Wikipedia

  • Andrew Green (diplomat) — Sir Andrew Green, KCMG (born 6 August 1941) is a former British diplomat and is the founding chairman of Migration Watch, an independent think tank concerned with what they view as unacceptably high levels of immigration to the United… …   Wikipedia

  • Mark Andrew Green — (* 1. Juni 1960 in Boston, Massachusetts) ist ein US amerikanischer Politiker. Zwischen 1999 und 2007 vertrat er den Bundesstaat Wisconsin im US Repräsentantenhaus. Von 2007 bis 2009 war er Botschafter der Vereinigte …   Deutsch Wikipedia

  • Mark Andrew Green — For other people named Mark Green, see Mark Green (disambiguation). Mark Green United States Ambassador to Tanzania In office August 7, 2007 – January 20, 2009 President …   Wikipedia

  • Green (Familienname) — Green ist ein englischer Familienname Herkunft und Bedeutung Das englische Wort green bedeutet „grün“ oder auch „Anger“ (village green); der Name kann vielfältige Ursprünge haben. Varianten Greene Bekannte Namensträger Inhaltsverzeichnis A B C D …   Deutsch Wikipedia

  • Green (name) — Family name name = Green imagesize= caption= pronunciation = meaning = region = origin = varied related names = Greene footnotes = [ [http://www.census.gov/genealogy/names/names files.html 1990 Census Name Files ] ] Green is common surname… …   Wikipedia

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