[Kindle] The xVA Challenge: Counterparty Risk,

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

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

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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.

XVA: Credit, Funding and Capital Valuation - Amazon.com
Andrew Green (Author) Format: Kindle Edition capital and margin requirements arising from CCPs and bilateral initial margin. The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance) It is a must read for everyone interested in post crisis valuation of financial derivatives." The xVA Challenge: Counterparty Risk, Funding, Collateral
Compre online The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, A thoroughly updated and expanded edition of the xVA challenge This book is an essential reading for regulators and all users of OTC  The xVA Challenge, Counterparty Risk, Funding, Collateral
by Jon Gregory. Buy a discounted Hardcover of The xVA Challenge online from Australia's leading online bookstore. xVA Challenge. Counterparty Risk, Funding, Collateral, Capital and Initial Margin Edition Number: 4. Published: 20th  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 - Ebook written by Jon Gregory. Read this book 

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