[download pdf] The xVA Challenge: Counterparty

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

• The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4
• Jon Gregory
• Page: 704
• Format: pdf, ePub, mobi, fb2
• ISBN: 9781119508977
• Publisher: Wiley

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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 of Financial Derivatives: CVA, DVA and FVA Explained
The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained) [Lu, Dongsheng] on Amazon.com. *FREE* The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance) The Bond Book, Third Edition: Everything Investors Need to Know About  The Xva Challenge Counterparty Risk, Funding, Collateral
A thoroughly updated and expanded edition of the xva challenge. The xva challenge: counterparty risk, collateral, funding and capital. xva challenge: counterparty risk, funding, collateral, capital and initial margin ed 4 or  The xVA Challenge: Counterparty Risk, Funding, Collateral
A thoroughly updated and expanded edition of the xVA challenge The The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin. Front Cover. Jon Gregory. Wiley, Jun 4, 2020 - Business & Economics - 704 pages. Counterparty Credit Risk and Credit Value - Amazon.com
Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (The Wiley Finance Series) - Kindle edition by Gregory, Jon. by Jon Gregory (Author) Format: Kindle Edition The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance). The Xva Challenge Counterparty Risk, Funding, Collateral, Capital
Get free the xva challenge counterparty credit risk funding collateral and capital the risk, funding, collateral, capital and initial margin (hardback, 4th edition). The challenge for all but the very largest institutions is how to  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. 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.

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