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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Bibliographic Details
Main Authors: Gregory, Jon, 1971-
Published: John Wiley & Sons,
Publisher Address: Chichester, West Sussex, United Kingdom :
Publication Dates: 2020.
Literature type: Book
Language: English
Edition: Fourth edition.
Series: Wiley Finance Series
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.