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    XVA Desks - A New Era for Risk Management

    XVA Desks - A New Era for Risk Management

    - Understanding, Building and Managing Counterparty, Funding and Capital Risk

    Af
    Bog
    • Format
    • Bog, hardback
    • Engelsk

    Beskrivelse

    Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.

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    Detaljer
    • SprogEngelsk
    • Sidetal407
    • Udgivelsesdato28-04-2015
    • ISBN139781137448194
    • Forlag Palgrave-Macmillan
    • FormatHardback
    Størrelse og vægt
    coffee cup img
    10 cm
    book img
    17,8 cm
    25,4 cm

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    Credit risk Derivatives Risk management Banking Capital market Credit risk management Banking Industry
    Machine Name: SAXO084