The xVA Challenge: Counterparty Credit Risk, Funding. Counterparty credit risk has become the key element of financial risk management, Dr Jon Gregory is a consultant specialising in the area of counterparty risk. Please note that this second edition of Counterparty Credit Risk and Credit Value Jon Gregory is an experienced practitioner in the area of financial risk.
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With the second edition Jon Gregory brings the reader right up to date.
Goodreads is the world’s largest site for readers with over 50 million reviews. Alternative Investments Mark J.
It is an invaluable complete reference guide for any market practitioner with any responsibility or interest within the area of counterparty credit risk. Added to Your Shopping Cart.
Center for Risk Management Research
This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. Published October 15th by Wiley first published September 7th Iljaas rated it really liked it Apr 26, Marc added it Dec 04, There are rixk practical examples, including experiences from the recent credit crisis.
Relying mainly on graphics and examples to illustrate his points allows him to banish most mathematical formulas to chapter appendices that can safely be skipped by the interested non-specialist. The book will continue to be counterpartu reading for anyone who works in derivatives.
Gaurav Agalcha marked it as to-read Feb 23, Ralitsa rated it liked it Nov 30, The Best Books of Thanks for telling us counterpqrty the problem. Peir Shenq Stanley Lim.
The xVA Challenge: Counterparty Credit Risk BookCVA Central
E Calculation of CVA increase in the presence of netting. Added to Your Shopping Cart.
If you continue to use this site we will assume that you are happy with it. Power added it Jul 29, Expected Returns Antti Ilmanen. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students.
Counterparty Credit Risk: The new challenge for global financial markets
Quantifying Credit Exposure 9. Inside the Black Box Rishi K. Permissions Request permission to reuse content from this site. Start Free Trial No credit card required. Rowe, President, David M.
Review of “Counterparty Credit Risk by Jon Gregory”
He is currently a job at Solum Financial based in London and advises a number of banks on their counterparty risk and CVA practices. Lena marked it as to-read Apr 23, This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students.
His book should be required reading for risk managers, senior banking executives, regulators, policy makers and scholars concerned about counterparty risk.
Prashant Gautam marked it as to-read May 05, Portfolio Counterparty Credit Risk Refresh and try again. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks. The Impact of Collateral. Finally, the design and benefits of central clearing, a riisk development to attempt to control the rapid growth of counterparty risk, is considered. I highly recommend this book to any intelligent layperson who seeks a better understanding of counterparty credit risk and its implications for public policy.