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The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4
Jon Gregory
Page: 704
Format: pdf, ePub, mobi, fb2
ISBN: 9781119508977
Publisher: Wiley
Download or Read Online The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin / Edition 4 Free Book (PDF ePub Mobi) by Jon Gregory
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The xVA Challenge - Wiley Online Library First edition published 2009, second edition published 2012 by John Wiley & Sons, Ltd. Registered office 6.1.1 Rationale for collateral. 67 6.4.5 Variation and initial margin rehypothecation and segregation. 88 16 Margin and Capital Value Adjustments. 359 The xVA Challenge: Counterparty Credit Risk, Funding,.
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The xVA Challenge: Counterparty Credit Risk, Funding The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital provides expert perspective and real-world guidance for today's institutions. Margin and Capital Value Adjustments Other editions - View all initial margin interest rate swap ISDA Lehman Brothers liquidity risk loss market