Xva desks - a new era for risk management: understanding, building and managing counterparty, funding and capital risk
Auteur :
Ruiz, I.
Éditeur :
Palgrave Macmillan
ISBN :
9781137448194
Date de publication :
28 avr. 2015
Dimensions :
25,4 x 17,8 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.