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Wiley XVA: Credit, Funding and Capital Valuation Adjustments

Amazon

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Description

Master the complexities of valuation adjustments with this comprehensive guide from the Wiley Finance Series. XVA - Credit, Funding and Capital Valuation Adjustments provides both specialists and non-specialists with an up-to-date treatment of CVA, DVA, FVA, KVA, and MVA. Written by an industry expert, this book covers essential modelling frameworks and addresses broader IT engineering challenges. You will gain a detailed understanding of the latest developments in valuation adjustments, including the significant impact of regulatory capital and margin requirements. This text serves as a vital resource for navigating the modern landscape of credit, debit, funding, capital, and margin valuation adjustments.

Key Features

Provides comprehensive coverage of CVA, DVA, FVA, KVA, and MVA valuation adjustments.

Written by an industry expert to help navigate complex valuation adjustment developments.

Includes detailed discussions on modelling frameworks and IT engineering challenges.

Explains the impact of regulatory capital and margin requirements on valuation.

Part of the Wiley Finance Series, offering professional insights for specialists and non-specialists.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
06 November 2015
Listed Since
21 September 2012

Barcode

No barcode data available

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