Angebote zu "Counterparty" (48 Treffer)

eBook Counterparty Credit Risk
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The first decade of the 21st Century has been disastrous forfinancial institutions, derivatives and risk management.Counterparty credit risk has become the key element of financialrisk management, highlighted by the bankruptcy of the investmentbank Lehman

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Stand: 12.10.2017
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eBook Counterparty Credit Risk and Credit Value...
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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practitionerPlease note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version enti

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Stand: 12.10.2017
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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practitionerPlease note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version enti

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Stand: 12.10.2017
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Counterparty Credit Risk als eBook Download von...
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Counterparty Credit Risk:The new challenge for global financial markets Jon Gregory

Anbieter: Hugendubel.de
Stand: 09.10.2017
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Brigo, Damiano: Counterparty Credit Risk, Colla...
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Counterparty Credit Risk, Collateral and FundingWith Pricing Cases For All Asset ClassesBuchvon Damiano BrigoEAN: 9780470748466Einband: GebundenSprache: EnglischSeiten: 435Maße: 251 x 176 x 32 mmAutor: Damiano Brigo, Massimo Morini und Andrea Pallavi

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Stand: 12.10.2017
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eBook Modelling, Pricing, and Hedging Counterpa...
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It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising from exotic derivatives traded by the ?rm. As often happens, - posure of products

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Counterparty Credit Risk and Credit Value Adjus...
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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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Wulf, Frederik: Counterparty Credit Exposure. A...
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Counterparty Credit Exposure. An Intuitive Guide to Credit Exposure MeasurementTaschenbuchvon Frederik WulfEAN: 9783668005341Einband: Kartoniert / BroschiertAuflage: 1. AuflageSprache: EnglischSeiten: 28Maße: 211 x 151 x 4 mmAutor: Frederik WulfBranc

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Stand: 12.10.2017
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Counterparty Credit Exposure. An Intuitive Guid...
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Seminar paper from the year 2015 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,7, University of Hohenheim (Financial Management), course: Master seminary Counterparty credit risk, language: English, abstract: The current interest in the topic of counterparty credit risk (CCR) and its exposure measurement began with the upcoming of the financial crisis, or to be more precise the bankruptcy of Lehman Brothers. Before then, the default of a counterparty of that size was out of the realm of possibility. The default of a counterparty that formerly was assumed as too big to fail prompted the need for a reconsideration of credit risk (Moser 2014, p. 429). Among the scope of topics associated with CCR, the determination of the exposure amount is seemingly trivial, but turns out to be highly complex due to the impact of risk mitigants, and the uncertainty involved. Canabarro and Duffie define counterparty exposure as the larger of zero and the market value of the portfolio of derivative positions with a counterparty that would be lost if the counterparty defaults and there is zero recovery. If the contract value is positive for the bank at the point of the counterparties default, the banks net loss equals the contracts market value. If the contract value is negative, the bank does not gain anything but has a net loss of zero. From a regulatory point of view the Basel Committee on Banking Supervision (BCBS) aims to identify the exposure at default (EAD) which is up stake in the case of a counterpartys default, which then has to be backed due to capital requirements. In this main section of the paper an indepth analysis on the characteristics of credit risk exposure and its quantification will be conducted. At first, the used metrics will be outlined, their characteristics described, and the risk mitigants netting and collateral considered. Last, it will be analyzed for which application the presented measures are suitable and whether they shall be calculated by riskneutral or historical data.

Anbieter: ciando eBooks
Stand: 11.07.2017
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Cesari, Giovanni: Modelling, Pricing, and Hedgi...
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Modelling, Pricing, and Hedging Counterparty Credit ExposureA Technical GuideBuchvon Giovanni CesariEAN: 9783642044533Einband: GebundenSprache: EnglischSeiten: 254Maße: 241 x 161 x 22 mmAutor: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko

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Stand: 18.10.2017
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