The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, 4th Edition - Image 1

£67.85

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

Name: The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, 4th Edition
Brand: Wiley
Price: 67.85 GBP
Availability: InStock

Risk Management

This is the most expensive it has ever been. Walk away.

£68 today · previous high £68 · all-time low £66

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 69 days · 69 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 69 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £66 (53 days, 76.8%)

Price range: £66 - £68

Price levels: 2 different prices over 69 days

Description

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.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 1119508975
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Risk Management
Domain: Amazon UK
Release Date: 20 May 2020
Listed Since: 16 April 2018

Barcode

No barcode data available

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

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

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

Counterparty Credit Risk

The Handbook of Credit Derivaties (McGraw-Hill Library of Investment and Finance)

XVA Analysis: Probabilistic, Risk Measure, and Machine Learning Issues (Chapman and Hall/CRC Financial Mathematics Series)

Springer Credit Risk Valuation: Methods, Models, and Applications

Credit Correlation: Theory and Practice (Applied Quantitative Finance)

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

Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide (Springer Finance)

Credit Risk: Models, Derivatives, and Management (Chapman and Hall/CRC Financial Mathematics Series)

Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management (Wiley Finance)

Hybrid Products

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

Counterparty Risk Management - Measurement, Pricing and Regulation

An Introduction to International Capital Markets: Products, Strategies, Participants: 450 (The Wiley Finance Series)

Wiley Fixed Income Relative Value Analysis - 2nd Edition

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

Options, futures et autres actifs dérivés : manuel - 11e édition

Trading the Fixed Income, Inflation and Credit Markets: A Relative Value Guide (The Wiley Finance Series)

Credit Derivatives and Structured Credit Trading (Wiley Finance)

The Politics of Regime Complexity in International Derivatives Regulation

Derivatives Unlocked: A Practitioner’s Perspective

Foundations of Global Financial Markets and Institutions (The MIT Press)

Globe Law Credit Derivatives: 2014 ISDA Definitions Guide