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XVA Desks - A New Era for Risk Management
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XVA Desks - A New Era for Risk Management

Författare:
inbunden, 2015
Engelska
Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.
Undertitel
Understanding, Building and Managing Counterparty, Funding and Capital Risk
Författare
I. Ruiz
ISBN
9781137448194
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2015-04-28
Sidor
407