The xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital (The Wiley Finance Seri
by Jon Gregory
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Binding: Hardcover
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Results The xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital (The Wiley Finance Seri
The xVA Challenge Counterparty Credit Risk Funding ~ A detailed expertdriven guide to todays major financial point of interest The xVA Challenge Counterparty Credit Risk Funding Collateral and Capital is a practical guide from one of the leading and most influential credit practitioners Jon Gregory Focusing on practical methods this informative guide includes discussion around the latest regulatory requirements market practice and
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 nonspecialists alike with an uptodate 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
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