Counterparty Credit Risk

Counterparty Credit Risk (repost)  eBooks & eLearning

Posted by libr at May 4, 2017
Counterparty Credit Risk (repost)

Counterparty Credit Risk by Eduardo Canabarro
English | 2010 | ISBN: 1906348340 | ISBN-13: 9781906348342 | 356 pages | PDF | 31,8 MB

Counterparty Credit Risk and Credit Value Adjustment, 2nd Edition (repost)  eBooks & eLearning

Posted by arundhati at Dec. 13, 2016
Counterparty Credit Risk and Credit Value Adjustment, 2nd Edition (repost)

Jon Gregory, "Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (2nd Edition)"
2012 | ISBN: 1118316673 | English | 480 pages | PDF | 4 MB

Counterparty Credit Risk: The new challenge for global financial markets (repost)  eBooks & eLearning

Posted by arundhati at Sept. 18, 2016
Counterparty Credit Risk: The new challenge for global financial markets (repost)

Jon Gregory, "Counterparty Credit Risk: The new challenge for global financial markets"
2010 | ISBN: 047068576X | 448 pages | PDF | 3 MB

The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital  eBooks & eLearning

Posted by nebulae at Nov. 14, 2015
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital

Jon Gregory, "The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital"
English | ISBN: 1119109418 | 2015 | 496 pages | MOBI | 7 MB
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital, 3rd Edition

The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital (The Wiley Finance Series) by Jon Gregory
2015 | ISBN: 1119109418 | English | 496 pages | PDF | 9 MB
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes (repost)

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes by Damiano Brigo, Massimo Morini and Andrea Pallavicini
English | ISBN: 047074846X | 2013 | 464 pages | PDF | 17,5 MB

The book’s content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules.

Counterparty Credit Risk  eBooks & eLearning

Posted by interes at July 12, 2014
Counterparty Credit Risk

Counterparty Credit Risk by Eduardo Canabarro
English | 2010 | ISBN: 1906348340 | ISBN-13: 9781906348342 | 356 pages | PDF | 31,8 MB

This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testing, back testing and integration into economic capital frameworks.

Counterparty Credit Risk and Credit Value Adjustment, 2nd Edition  eBooks & eLearning

Posted by ksveta6 at July 7, 2014
Counterparty Credit Risk and Credit Value Adjustment, 2nd Edition

Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets by Jon Gregory
2012 | ISBN: 1118316673 | English | 480 pages | PDF | 4 MB
Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes

Damiano Brigo, Massimo Morini and Andrea Pallavicini, "Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes"
English | ISBN: 047074846X | 2013 | 464 pages | PDF | 18 MB

Counterparty Credit Risk: The new challenge for global financial markets (repost)  eBooks & eLearning

Posted by interes at Feb. 7, 2013
Counterparty Credit Risk: The new challenge for global financial markets (repost)

Jon Gregory, "Counterparty Credit Risk: The new challenge for global financial markets"
2010 | ISBN: 047068576X | 448 pages | PDF | 3 MB

The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets. Counterparty risk is now a key problem for all financial institutions.