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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

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A thoroughly updated and expanded edition of the xVA challenge The period since the global financial crisis has seen a major re-appraisal of derivatives valuation, generally expressed in the form of valuation adjustments (‘xVAs’). The quantification of xVA is now seen as fundamental to derivatives pricing and valuation. The xVA topic has been complicated and further broadened by accounting standards and regulation. All users of derivatives need to have a good understanding of the implications of xVA. The pricing and valuation of the different xVA terms has become a much studied topic and many aspects are in constant debate both in industry and academia. • Discussing counterparty credit risk in detail, including the many risk mitigants, and how this leads to the different xVA terms • Explains why banks have undertaken a dramatic reappraisal of the assumptions they make when pricing, valuing and managing derivatives • Covers what the industry generally means by xVA and how it is used by banks, financial institutions and end-users of derivatives • Explains all of the underlying regulatory capital (e.g. SA-CCR, SA-CVA) and liquidity requirements (NSFR and LCR) and their impact on xVA • Underscores why banks have realised the significant impact that funding costs, collateral effects and capital charges have on valuation • Explains how the evolution of accounting standards to cover CVA, DVA, FVA and potentially other valuation adjustments • Explains all of the valuation adjustments – CVA, DVA, FVA, ColVA, MVA and KVA – in detail and how they fit together • Covers quantification of xVA terms by discussing modelling and implementation aspects. Taking into account the nature of the underlying market dynamics and new regulatory environment, this book brings readers up to speed on the latest developments on the topic.

P2.T6. Credit Risk Measurement & Management Bionic Turtle
Gregory, The xVA Challenge: Counterparty Credit. Risk, Funding, Collateral, and Capital Gregory, Chapter 4: Counterparty Risk. P2. COLLATERAL AND THE MARGIN PERIOD OF RISK . Counterparty Credit Risk, Funding, Collateral, and Capital, 3rd edition (West collateral in the form of initial margin creates MVA.
XVA: Credit, Funding and Capital Valuation - Amazon.com
XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Book details. ISBN-10. 111855678X. ISBN-13. 978-1118556788. Edition. 1st Central Clearing and Initial Margin Requirements for OTC Derivatives The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley 
The xVA Challenge 4th edition | 9781119508977
The xVA Challenge Counterparty Risk, Funding, Collateral, Capital and Initial Margin 4th Edition by Jon Gregory and Publisher John Wiley & Sons P&T. Save up 
[The xVA Challenge: Counterparty Credit Risk, Funding
See all formats and editions Hide other formats and editions The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance). Jon GregoryJon Gregory Counterparty Credit Risk: The new challenge for global financial markets (The Wiley Finance Series) Hardcover January 26, 2010.
The xVA Challenge: Counterparty Risk, Funding, Collateral
A thoroughly updated and expanded edition of the xVA challenge The period since the The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, 4th Edition ISBN: 978-1-119-50900-4 April 2020 704 Pages 
Front Matter - Wiley Online Library
Credit Risk, Funding,. Collateral and Capital. Third Edition First edition published 2009, second edition published 2012 by John Wiley & Sons, Ltd. Registered 6.4.5 Variation and initial margin rehypothecation and segregation. 88 7.5.4 Impact of collateral on credit and funding exposure. 138.
Counterparty Credit Risk and Credit Value - Amazon.com
Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (The Wiley Finance Series) - Kindle edition by Gregory, Jon. by Jon Gregory (Author) Format: Kindle Edition The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance).
The Xva Challenge Counterparty Risk, Funding, Collateral, Capital
The xva challenge: counterparty risk, funding, collateral, capital and initial margin / edition 4 available in hardcover, nook book read an excerpt of this book! add 
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Published on TrainingIndustry.com, Articles, research and tools for the L&D professional to counterparty credit risk, collateral, funding, capital, and initial margin. edition of Jon's book "The xVA Challenge: Counterparty Credit Risk, Funding, 
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Counterparty Credit Risk: The new challenge for global financial markets (The Wiley Risk, Funding, Collateral, Capital and Initial Margin (Wiley Finance) Apr 9, 2020 A thoroughly updated and expanded edition of the xVA challenge.
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introduction of central clearing mandates for OTC derivatives, which was counterparty risk and mitigate the systemic risk associated with their trading. aspects such as novation, margins, multilateral netting and the coordinated Gregory, The xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital, 
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The xVA Challenge by Jon Gregory, 9781119508977, available at Book The xVA Challenge : Counterparty Risk, Funding, Collateral, Capital and Initial Margin A thoroughly updated and expanded edition of the xVA challenge Study Guide for Trading for a Living: Psychology, Trading Tactics, Money Management. 7%
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The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, Fourth Edition. Author(s):. Jon Gregory. First published:4 
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The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin. (13) He is a senior advisor for Solum Financial Derivatives Advisory and is a faculty member for the certificate of With this new edition, Jon Gregory explains the latest changes in market practice, along with critical expert commentary."
The xVA Challenge: Counterparty Credit Risk Book
The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin The new title ′xVA′ of the third edition reflects the increased complexity generated by these changes. Jon Gregory provides This book is essential reading for regulators and all users of OTC derivatives.” Stuart M.