The xVA challenge : counterparty risk, funding, collateral, capital and initial margin /
"In 2007, a so-called credit crisis began. This crisis eventually became more severe and long-lasting than could have ever been anticipated. One result of the "global financial crisis" was a clear realisation that banks needed to be subject to much stri
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Main Authors: | |
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Published: |
John Wiley & Sons,
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Publisher Address: | Chichester, West Sussex, United Kingdom : |
Publication Dates: | 2020. |
Literature type: | Book |
Language: | English |
Edition: | Fourth edition. |
Series: |
Wiley Finance Series
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Subjects: | |
Summary: |
"In 2007, a so-called credit crisis began. This crisis eventually became more severe and long-lasting than could have ever been anticipated. One result of the "global financial crisis" was a clear realisation that banks needed to be subject to much stri |
Carrier Form: | xx, 678 pages : illustrations ; 26 cm. |
Bibliography: | Includes bibliographical references (pages [653]-665) and index. |
ISBN: |
9781119508977 1119508975 |
Index Number: | HG6024 |
CLC: | F830.9 |
Call Number: | F830.9/G822-1/4th ed. |