عنوان
پدید آورنده
موضوع
رده
HG6024.A3 I363 2015
HG6024
.
A3
I363
2015
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1137448202
(Number (ISBN
1349686220
(Number (ISBN
9781137448200
(Number (ISBN
9781349686223
NATIONAL BIBLIOGRAPHY NUMBER
Number
b536570
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
XVA desks :
General Material Designation
[Book]
Other Title Information
a new era for risk management : understanding, building and managing counterparty, funding and capital risk
First Statement of Responsibility
Ignacio Ruiz.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
[Basingstoke]
Name of Publisher, Distributor, etc.
Palgrave Macmillan
Date of Publication, Distribution, etc.
2015
SERIES
Series Title
Applied quantitative finance.
CONTENTS NOTE
Text of Note
1. The Banking Industry, the Capital Markets and Counterparty Credit Risk --;2. Introduction to Quantifying Risk: From Market to Counterparty Risk --;3. Counterparty Credit Risk I: Exposure Measurement --;4. Counterparty Credit Risk II: Loss Given Default and Default Probability --;5. Right and Wrong Way Risk --;6. Backtesting Risk Models --;7. Risk Model Validation --;8. A Primer on Risk-Free Pricing --;9. Pricing Counterparty Risk: CVA --;10. FVA and Discounting --;11. A Primer on Regulatory Capital Calculation --;12. CVA & FVA Systems and Project Management.
SUMMARY OR ABSTRACT
Text of Note
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.
TOPICAL NAME USED AS SUBJECT
BUSINESS & ECONOMICS -- Industrial Management.
BUSINESS & ECONOMICS -- Management.
Risk management -- Mathematical models.
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG6024
.
A3
Book number
I363
2015
PERSONAL NAME - PRIMARY RESPONSIBILITY
Ignacio Ruiz.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Ignacio Ruiz
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
