The xVA Challenge
Language: en
Pages: 496

The xVA Challenge

Authors: Jon Gregory
Categories: Business & Economics
Type: BOOK - Published: 2015-10-26 - Publisher: John Wiley & Sons

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A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a
Counterparty Credit Risk
Language: en
Pages: 449

Counterparty Credit Risk

Authors: Jon Gregory
Categories: Business & Economics
Type: BOOK - Published: 2011-09-07 - Publisher: John Wiley & Sons

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The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the ke
XVA
Language: en
Pages: 548

XVA

Authors: Andrew Green
Categories: Business & Economics
Type: BOOK - Published: 2015-10-08 - Publisher: John Wiley & Sons

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Thorough, accessible coverage of the key issues in XVA XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike
Counterparty Credit Risk, Collateral and Funding
Language: en
Pages: 464

Counterparty Credit Risk, Collateral and Funding

Authors: Damiano Brigo
Categories: Business & Economics
Type: BOOK - Published: 2013-03-05 - Publisher: John Wiley & Sons

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The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new gener
Government at Risk
Language: en
Pages: 492

Government at Risk

Authors: Hana Polackova Brixi
Categories: Business & Economics
Type: BOOK - Published: 2002 - Publisher: World Bank Publications

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Many governments have faced serious instability as a result of their contingent liabilities. But conventional public finance analysis and institutions fail to a