Téléchargez le livre : Counterparty Credit Risk and Credit Value Adjustment

Counterparty Credit Risk and Credit Value Adjustment

A Continuing Challenge for Global Financial Markets

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Éditeur :

Wiley


Collection :

The Wiley Finance Series

Paru le : 2012-09-07



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Description
A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner
Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital.
Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for every financial institution. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks. In addition, the book addresses the design and benefits of central clearing, a recent development in attempts to control the rapid growth of counterparty risk. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students.
Pages
480 pages
Collection
The Wiley Finance Series
Parution
2012-09-07
Marque
Wiley
EAN papier
9781118316672
EAN PDF
9781118316658
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
480
Taille du fichier
6472 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
89,78 €
EAN EPUB
9781118316665
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
480
Taille du fichier
3789 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
89,78 €

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