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A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital. Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for every financial institution. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks. In addition, the book addresses the design and benefits of central clearing, a recent development in attempts to control the rapid growth of counterparty risk. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students. |
Mitsubishi Pajero Sport / Mitsubishi Montero Sport / Mitsubishi Shogun Sport / Mitsubishi Challenger с 2008 года, книга по ремонту в электронном виде
Автор: Монолит
Год издания:
Mitsubishi Pajero Sport / Mitsubishi Montero Sport / Mitsubishi Shogun Sport / Mitsubishi Challenger with 2008, book repair in eBook
Автор: Монолит
Год издания:
Diffusion value of the collateral among the affiliated persons of the credit organization structures
Автор: Николай Камзин
Год издания:
Базовые ценности американской культуры. The Basic Values in American Culture. Privacy
Автор: О. Н. Прохорова
Год издания: