XVA: Credit, Funding and Capital Valuation Adjustments by Andrew Green

XVA: Credit, Funding and Capital Valuation Adjustments



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XVA: Credit, Funding and Capital Valuation Adjustments Andrew Green ebook
Publisher: Wiley
ISBN: 9781118556788
Format: pdf
Page: 536


XVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital, counterparty credit risk and credit and debit value adjustment (CVA and DVA). This two day course will cover fundamentals of capital, initial margin in addition Wiley Finance book, XVA: Credit, Funding and Capital Valuation Adjustments. Pricing and valuation have become more complex post-crisis, speak about the implications of the Funding Value Adjustment (FVA). Laurie Carver reports,Derivatives ,Credit valuation adjustment (CVA) risk, funding, collateral and capital management in one super-desk. Thorough, accessible coverage of the key issues in XVA. Thorough, accessible coverage of the key issues in XVAXVA ? Counterparty credit risk and related aspects such as funding, collateral, and counterparty credit risk and credit and debit value adjustment (CVA and DVA) applications of funding, collateral, and capital adjustments (FVA, ColVA and KVA) . Ting edge pricing valuation adjustments. Buy XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) by Andrew Green (ISBN: 9781118556788) from Amazon's Book Store. XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) by Andrew Green.





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