Beschreibung xVA: Credit, Funding and Capital Valuation Adjustments (Wiley Finance Series). Thorough, accessible coverage of the key issues in XVA XVA - Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an industry expert, this book navigates you through the complexities of XVA, discussing in detail the very latest developments in valuation adjustments including the impact of regulatory capital and margin requirements arising from CCPs and bilateral initial margin. The book presents a unified approach to modelling valuation adjustments including credit risk, funding and regulatory effects. The practical implementation of XVA models using Monte Carlo techniques is also central to the book. You'll also find thorough coverage of how XVA sensitivities can be accurately measured, the technological challenges presented by XVA, the use of grid computing on CPU and GPU platforms, the management of data, and how the regulatory framework introduced under Basel III presents massive implications for the finance industry.* Explores how XVA models have developed in the aftermath of the credit crisis* The only text to focus on the XVA adjustments rather than the broader topic of counterparty risk.* Covers regulatory change since the credit crisis including Basel III and the impact regulation has had on the pricing of derivatives.* Covers the very latest valuation adjustments, KVA and MVA.* The author is a regular speaker and trainer at industry events, including WBS training, Marcus Evans, ICBI, Infoline and RISK If you're a quantitative analyst, trader, banking manager, risk manager, finance and audit professional, academic or student looking to expand your knowledge of XVA, this book has you covered.
xVA: Credit, Funding and Capital Valuation Adjustments ~ xVA: Credit, Funding and Capital Valuation Adjustments (Wiley Finance Series) / Green, Andrew / ISBN: 9781118556788 / Kostenloser Versand für alle Bücher mit Versand und Verkauf duch .
eBook: XVA von Andrew Green / ISBN 978-1-118-55675-7 ~ XVA - Credit, Funding and Capital ValuationAdjustments provides specialists and non-specialists alikewith an up-to-date and comprehensive treatment of Credit, Debit,Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA,KVA and MVA), including modelling frameworks as well as broader ITengineering challenges. Written by an industry expert, this booknavigates you through the .
The xVA Challenge: Counterparty Credit Risk, Funding ~ The xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital (The Wiley Finance Series) (English Edition) eBook: Gregory, Jon: : Kindle-Shop
Xva Credit Funding And Capital Valuation Adjustments The ~ xva credit funding and capital valuation adjustments the wiley finance series Sep 04, 2020 Posted By Laura Basuki Library TEXT ID 877ffdd3 Online PDF Ebook Epub Library and non specialists alike with an up to date and comprehensive treatment of credit debit funding capital and margin valuation adjustment cva dva fva kva and mva
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The XVA of Financial Derivatives: CVA, DVA and FVA ~ The XVA of Financial Derivatives: CVA, DVA and FVA Explained (Financial Engineering Explained) (English Edition) eBook: Lu, Dongsheng: : Kindle-Shop
The Xva Of Financial Derivatives Cva Dva And Fva Explained ~ XVA is an extension of the better-known credit valuation adjustment (CVA), which is used to hedge against a bank’s aggregated counterparty risk. XVA covers all derivatives valuation adjustments, including debit valuation adjustment (DVA) and fund valuation adjustment (FVA). What is XVA / Capital
Xva: Credit, Funding and Capital Valuation Adjustments ~ Buy Xva: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) 1 by Green, Andrew (ISBN: 9781118556788) from 's Book Store. Everyday low prices and free delivery on eligible orders.
The xVA Challenge: Counterparty Risk, Funding - Wiley ~ 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 .
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The xVA Challenge: Counterparty Credit Risk, Funding ~ XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) Andrew Green. 3.3 out of 5 stars 7. Kindle Edition. £39.21. Next . Business: For business-exclusive pricing, quantity discounts and downloadable VAT invoices. Create a free account. Product description From the Inside Flap. Since the global financial credit crisis unfolded in 2007, the importance of .
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Landmarks in XVA: From Counterparty Risk to Funding Costs ~ Landmarks in XVA: From Counterparty Risk to Funding Costs and Capital - Kindle edition by Green, Andrew, Kenyon, Chris. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Landmarks in XVA: From Counterparty Risk to Funding Costs and Capital.
The xVA Challenge: Counterparty Credit Risk, Funding ~ The xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital (The Wiley Finance Series) (English Edition) eBook: Gregory, Jon: : Kindle Store
XVA: Credit, Funding and Capital Valuation Adjustments ~ XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an industry expert, this book navigates you through the .
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The xVA Challenge: Counterparty Risk, Funding, Collateral ~ XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) Andrew Green. 3.3 out of 5 stars 6. Hardcover. $69.61 . Valuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives Donald J Smith. 4.0 out of 5 stars 1. Paperback. $46.20. Next. Special offers and product promotions. Business: For business-only pricing, quantity .