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XVA Desks - A New Era for Risk Management
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XVA Desks - A New Era for Risk Management : Understanding, Building and Managing Counterparty, Funding and Capital Risk

Book Details

Format Hardback or Cased Book
ISBN-10 1137448199
ISBN-13 9781137448194
Publisher Palgrave Macmillan
Imprint Palgrave Macmillan
Country of Manufacture GB
Country of Publication GB
Publication Date Apr 28th, 2015
Print length 407 Pages
Weight 988 grams
Dimensions 20.00 x 25.50 x 2.90 cms
Ksh 19,800.00
Werezi Extended Catalogue 0 in stock

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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.
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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