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XVA Desks - A New Era for Risk Management

- Understanding, Building and Managing Counterparty, Funding and Capital Risk

av I. Ruiz
Om XVA Desks - A New Era for Risk Management

Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9781137448194
  • Bindende:
  • Hardback
  • Sider:
  • 407
  • Utgitt:
  • 28 April 2015
  • Dimensjoner:
  • 255x200x29 mm.
  • Vekt:
  • 988 g.
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 11 juni 2024

Beskrivelse av XVA Desks - A New Era for Risk Management

Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.

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