Angebote zu "Adjustment" (22 Treffer)

eBook Counterparty Credit Risk and Credit Value...
63,99 € *
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A practical guide to counterparty risk management and credit value adjustment from a leading credit practitionerPlease note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version enti

Anbieter: RAKUTEN: Ihr Mark...
Stand: 12.10.2017
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eBook Counterparty Credit Risk and Credit Value...
63,99 € *
ggf. zzgl. Versand

A practical guide to counterparty risk management and credit value adjustment from a leading credit practitionerPlease note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version enti

Anbieter: RAKUTEN: Ihr Mark...
Stand: 12.10.2017
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Credit Valuation Adjustment (CVA) als Buch von ...
49,00 € *
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(49,00 € / in stock)

Credit Valuation Adjustment (CVA):Theory, Mathematics and Risk Management Fred Hoffman

Anbieter: Hugendubel.de
Stand: 19.10.2017
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Counterparty Credit Risk and Credit Value Adjus...
63,99 € *
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(63,99 € / in stock)

Counterparty Credit Risk and Credit Value Adjustment:A Continuing Challenge for Global Financial Markets Jon Gregory

Anbieter: Hugendubel.de
Stand: 09.10.2017
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XVA - Credit, Funding and Capital Valuation Adj...
75,00 € *
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Thorough, accessible coverage of the key issues in XVA XVA - Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an industry expert, this book navigates you through the complexities of XVA, discussing in detail the very latest developments in valuation adjustments including the impact of regulatory capital and margin requirements arising from CCPs and bilateral initial margin. The book presents a unified approach to modelling valuation adjustments including credit risk, funding and regulatory effects. The practical implementation of XVA models using Monte Carlo techniques is also central to the book. Youll also find thorough coverage of how XVA sensitivities can be accurately measured, the technological challenges presented by XVA, the use of grid computing on CPU and GPU platforms, the management of data, and how the regulatory framework introduced under Basel III presents massive implications for the finance industry. Explores how XVA models have developed in the aftermath of the credit crisis The only text to focus on the XVA adjustments rather than the broader topic of counterparty risk. Covers regulatory change since the credit crisis including Basel III and the impact regulation has had on the pricing of derivatives. Covers the very latest valuation adjustments, KVA and MVA. The author is a regular speaker and trainer at industry events, including WBS training, Marcus Evans, ICBI, Infoline and RISK If youre a quantitative analyst, trader, banking manager, risk manager, finance and audit professional, academic or student looking to expand your knowledge of XVA, this book has you covered.

Anbieter: ciando eBooks
Stand: 11.07.2017
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Credit Correlation
85,59 € *
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This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guidance. The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest tools and techniques for credit portfolio modelling in the presence of CVA (Credit Value Adjustments). Written at an advanced level, it assumes that readers are familiar with the fundamentals of credit modelling covered, for example, in the market leading books by Schonbucher (2003) and O´Kane (2008). Coverage will include the latest default correlation approaches; correlation modelling in the ´Marshall-Olkin´ contagion framework, in the context of CVA; numerical implementation; and pricing, calibration and risk challenges. The explosive growth of credit derivatives markets in the early-to-mid 000´s was bought to a close by the 2007 financial crisis, where these instruments were held largely to blame for the economic downturn. However, in the wake of increased regulation across all financial instruments and the challenge of buying and selling bonds in large amounts, credit derivatives have once again been found to be the answer and the market has grown significantly. Written by a practitioner for practitioners, this book will also interest researchers in mathematical finance who want to understand how things happen and work ´on the floor´. Building the reader´s knowledge from the ground up, and with numerous real life examples used throughout, this book will prove a popular reference for anyone with a mathematical mind interested credit markets.

Anbieter: buecher.de
Stand: 18.09.2017
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Famine and Finance - Credit and the Great Famin...
118,99 € *
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The book uses archival data to examine how access to micro-finance credit played a role in facilitating adjustment to blight during the Great Famine of Ireland. The author argues that the worst affected districts with a microfinance fund experienced substantially smaller population declines and larger increases in buffer livestock during the famine than those districts without a fund. The potentially limited capacity of credit access to mitigate the effects of a major environmental shock on the poorest, most vulnerable borrowers is also a key topic of discussion. Tyler Beck Goodspeed is Junior Research Fellow in Economics at St Johns College, Oxford University, UK. He was awarded his BA, MA, and PhD from Harvard University, USA, and his MPhil from Cambridge University, UK, where he was a Gates Scholar.

Anbieter: ciando eBooks
Stand: 11.07.2017
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The xVA Challenge - Counterparty Credit Risk, F...
54,99 € *
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A detailed, expert-driven guide to todays major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on practical methods, this informative guide includes discussion around the latest regulatory requirements, market practice, and academic thinking. Beginning with a look at the emergence of counterparty risk during the recent global financial crisis, the discussion delves into the quantification of firm-wide credit exposure and risk mitigation methods, such as netting and collateral. It also discusses thoroughly the xVA terms, notably CVA, DVA, FVA, ColVA, and KVA and their interactions and overlaps. The discussion of other aspects such as wrong-way risks, hedging, stress testing, and xVA management within a financial institution are covered. The extensive coverage and detailed treatment of what has become an urgent topic makes this book an invaluable reference for any practitioner, policy maker, or student. Counterparty credit risk and related aspects such as funding, collateral, and capital have become key issues in recent years, now generally characterized by the term xVA. This book provides practical, in-depth guidance toward all aspects of xVA management. Market practice around counterparty credit risk and credit and debit value adjustment (CVA and DVA) The latest regulatory developments including Basel III capital requirements, central clearing, and mandatory collateral requirements The impact of accounting requirements such as IFRS 13 Recent thinking on the applications of funding, collateral, and capital adjustments (FVA, ColVA and KVA) The sudden realization of extensive counterparty risks has severely compromised the health of global financial markets. Its now a major point of action for all financial institutions, which have realized the growing importance of consistent treatment of collateral, funding, and capital alongside counterparty risk. The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital provides expert perspective and real-world guidance for todays institutions. JON GREGORY is an independent expert specialising in counterparty risk and related aspects. He has worked on many aspects of credit risk in his career, being previously with Barclays Capital, BNP Paribas and Citigroup. He is a senior advisor for Solum Financial Derivatives Advisory and is a faculty member for the certificate of Quantitative Finance (CQR). Jon has a PhD from Cambridge University.

Anbieter: ciando eBooks
Stand: 02.10.2017
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Credit Risk Management for Derivatives - Post-C...
53,49 € *
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This Palgrave Pivot assesses the impact of the regulatory framework for derivatives built post-crisis and examines its ambition to centralize and minimize credit risk, enhance transparency, and regain control. Zelenko delves into the powerful destabilizing forces exerted by derivatives markets in the global financial meltdown of 2008. Recapping the evolution in markets and counterparty risk management, as well as key aspects of regulation and their impact, this book aims to give readers the big picture and foster a deep understanding of the role of derivatives markets in the financial crisis. This practical angle will give useful keys to end-users and their risk managers, as they are faced with a new, complex, and changing environment. Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution. This volume covers the concepts, methods, and approaches taken by banks to manage counterparty credit risk in their derivatives activities in the new post-crisis market and regulatory environment, and it aims to highlight what is practical and effective today. Ivan Zelenko is Director of the Market and Counterparty Risk division of The World Bank, and he was previously Head of Derivatives and Structured Finance. He has published several books and articles on risk and capital markets.

Anbieter: ciando eBooks
Stand: 21.08.2017
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XVA als eBook Download von Andrew Green
54,99 € *
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(54,99 € / in stock)

XVA:Credit, Funding and Capital Valuation Adjustments Andrew Green

Anbieter: Hugendubel.de
Stand: 09.10.2017
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