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XVA Desks - A New Era for Risk Manag...
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SpringerLink (Online service)
XVA Desks - A New Era for Risk Management = Understanding, Building and Managing Counterparty, Funding and Capital Risk /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
XVA Desks - A New Era for Risk Management/ by I. Ruiz.
Reminder of title:
Understanding, Building and Managing Counterparty, Funding and Capital Risk /
Author:
Ruiz, I.
Description:
XXIII, 407 p.online resource. :
Contained By:
Springer Nature eBook
Subject:
Risk management. -
Online resource:
https://doi.org/10.1057/9781137448200
ISBN:
9781137448200
XVA Desks - A New Era for Risk Management = Understanding, Building and Managing Counterparty, Funding and Capital Risk /
Ruiz, I.
XVA Desks - A New Era for Risk Management
Understanding, Building and Managing Counterparty, Funding and Capital Risk /[electronic resource] :by I. Ruiz. - 1st ed. 2015. - XXIII, 407 p.online resource. - Applied Quantitative Finance. - Applied Quantitative Finance.
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.
ISBN: 9781137448200
Standard No.: 10.1057/9781137448200doiSubjects--Topical Terms:
559158
Risk management.
LC Class. No.: HD61
Dewey Class. No.: 658.155
XVA Desks - A New Era for Risk Management = Understanding, Building and Managing Counterparty, Funding and Capital Risk /
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