XVA: Credit, Funding and Capital Valuation Adjustments epub
Par perrine frank le jeudi, mai 26 2016, 10:22 - Lien permanent
XVA: Credit, Funding and Capital Valuation Adjustments. Andrew Green
XVA.Credit.Funding.and.Capital.Valuation.Adjustments.pdf
ISBN: 9781118556788 | 536 pages | 14 Mb
XVA: Credit, Funding and Capital Valuation Adjustments Andrew Green
Publisher: Wiley
Trading environment, highly dominated by credit, funding and capital costs. Pricing includes valuation adjustments collectively known as XVA (at least credit, funding, capital. Price of an OTC derivative, often referred to as X-Value Adjustments (XVA). Regulators, have different funding and capital costs, and have different client trade portfolios. Thorough, accessible coverage of the key issues in XVA. Their trading books, not just value them. XVA: Credit, Funding and Capital Valuation Adjustments. Finance book, XVA: Credit, Funding and Capital Valuation Adjustments. DVA = liability fair-value adjustment. Additional Information( Show All). Joining Lloyds, he established and headed a CVA Quant team at Barclays Capital.
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