XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) - Image 1

Price loading...

Wiley XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series)

Name: XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series)
Brand: Wiley

Financial

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

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.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 111855678X
Category: Books > Subjects > Business, Finance & Law > Accounting > Financial
Domain: Amazon UK
Publication Date: 06 November 2015
Listed Since: 21 September 2012

Barcode

No barcode data available

Wiley XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

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

Practical Approach To Xva, A: The Evolution Of Derivatives Valuation After The Financial Crisis

Derivative Pricing and Credit Exposures Modelling: Python Prototype of XVA for Practitioners (2.0)

Margin in Derivatives Trading

Landmarks in XVA: From Counterparty Risk to Funding Costs and Capital

Counterparty Risk and Funding: A Tale of Two Puzzles (Chapman and Hall/CRC Financial Mathematics Series)

XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk (Applied Quantitative Finance)

Basel IV: The Next Generation of Risk Weighted Assets

Credit Correlation: Theory and Practice (Applied Quantitative Finance)

Credit Derivatives: Trading, Investing, and Risk Management (The Wiley Finance Series)

Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (Springer Texts in Business and Economics)

How to Implement Market Models Using VBA (The Wiley Finance Series)

Long-Term Portfolio Simulation - For XVA, Limits, Liquidity and Regulatory Capital

Market Risk Analysis: Quantitative Methods in Finance, Practical Financial Econometrics, Pricing, Hedging and Trading Financial Instruments, Value-at-Risk Models

Modern Computational Finance: Scripting for Derivatives and xVA

Professional Financial Computing Using Excel and VBA (Wiley Finance)

Machine Learning for Risk Calculations: A Practitioner's View (The Wiley Finance Series)

Modern Credit Risk Management: Theory and Practice

Counterparty Risk Management - Measurement, Pricing and Regulation

Finance for Executives: A Practical Guide for Managers

Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps

Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps

Theoretical Foundations for Quantitative Finance

Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications