The xVA Challenge: Counterparty Risk, Funding,

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

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

Free textbook downloads The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4 by Jon Gregory DJVU ePub RTF English version 9781119508977

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 Credit Risk, Funding
Read 3 reviews from the world's largest community for readers. The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital (The book focused on CVA initially approx 7years whilst interning and reread recently this version! Central Clearing and Bilateral Margin Requirements for OTC Derivatives.
The xVA Challenge: Counterparty Risk, Funding, Collateral
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4. by Jon GregoryJon Gregory. (0).
The xVA Challenge: Counterparty Credit Risk Book
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin The new title ′xVA′ of the third edition reflects the increased complexity generated by these changes. Jon Gregory provides This book is essential reading for regulators and all users of OTC derivatives.” Stuart M.
The xVA challenge : counterparty risk, funding, collateral
Counterparty Risk, Funding, Collateral, Capital and Initial Margin Fourth Edition 10.3.3 Initial Margin 10.3.4 Cost and xVA 10.3.5 Seniority 10.3.6 Bilateral and 
Valuation Adjustments: The XVA Challenge Course - London
Please contact us for more information at info@londonfs.com. They will also receive the latest edition of Jon's book "The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin" published by Wiley Finance.
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, Capital
The xva challenge: counterparty credit risk, collateral, funding and capital. counterparty risk, funding, collateral, capital and initial margin published by wiley finance. Regression sensitivities for xva hedging • a gamma-negative challenge with uncertain A thoroughly updated and expanded edition of the xva challenge.

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