Jon Gregory - Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets
Жанры: | Жанр к этой книге еще не добавлен |
---|
Случайная цитата из книги
К этой книге еще не добавлены цитаты Добавить цитатуРекомендуемый контент
Описание книги «Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets»
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practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital.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.
С книгой «Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets» читают
Рецензии на книгу «Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets»
Рецензий еще нет. Вы можете стать первым, кто напишет рецензию на книгу «Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets»!
Пожалуйста, зарегистрируйтесь или войдите, чтобы оставить рецензию. Регистрация займет не более 15 секунд.
Популярные списки книг
Эти книги могут быть интересны:
Отзывы на книгу «Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets»
Отзывов еще нет. Станьте первым, кто напишет отзыв на книгу «Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets»!
Пожалуйста, зарегистрируйтесь или войдите, чтобы написать отзыв. Регистрация займет не более 15 секунд.