XVA Desks - A New Era for Risk Management

Understanding, Building and Managing Counterparty, Funding and Capital Risk

Business & Finance, Industries & Professions, Insurance, Finance & Investing, Banks & Banking
Cover of the book XVA Desks - A New Era for Risk Management by I. Ruiz, Palgrave Macmillan UK
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Author: I. Ruiz ISBN: 9781137448200
Publisher: Palgrave Macmillan UK Publication: April 27, 2015
Imprint: Palgrave Macmillan Language: English
Author: I. Ruiz
ISBN: 9781137448200
Publisher: Palgrave Macmillan UK
Publication: April 27, 2015
Imprint: Palgrave Macmillan
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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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