Counterparty

Counterparty Risk and Funding: A Tale of Two Puzzles  

Posted by interes at Sept. 2, 2014
Counterparty Risk and Funding: A Tale of Two Puzzles

Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey, Tomasz R. Bielecki and Damiano Brigo
English | 2014 | ISBN: 1466516453 | 1466516453 pages | PDF | 31 MB

Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk
Counterparty Risk and Funding: A Tale of Two Puzzles explains how to study risk embedded in financial transactions between the bank and its counterparty.

Counterparty Credit Risk  

Posted by interes at July 12, 2014
Counterparty Credit Risk

Counterparty Credit Risk by Eduardo Canabarro
English | 2010 | ISBN: 1906348340 | ISBN-13: 9781906348342 | 356 pages | PDF | 31,8 MB

This book is a collection of analyses of methods and practices used to manage OTC derivative counterparty risk and their performance during the 2007-8 financial crisis. It covers the areas of counterparty risk measurement, pricing (CVA), hedging, collateralization, stress testing, back testing and integration into economic capital frameworks.

Counterparty Risk and Funding: A Tale of Two Puzzles (repost)  eBooks & eLearning

Posted by libr at Dec. 6, 2016
Counterparty Risk and Funding: A Tale of Two Puzzles (repost)

Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey, Tomasz R. Bielecki and Damiano Brigo
English | 2014 | ISBN: 1466516453 | 1466516453 pages | PDF | 31 MB

Counterparty Credit Risk: The new challenge for global financial markets (repost)  eBooks & eLearning

Posted by arundhati at Sept. 18, 2016
Counterparty Credit Risk: The new challenge for global financial markets (repost)

Jon Gregory, "Counterparty Credit Risk: The new challenge for global financial markets"
2010 | ISBN: 047068576X | 448 pages | PDF | 3 MB
The Risk Controllers: Central Counterparty Clearing in Globalised Financial Markets

The Risk Controllers: Central Counterparty Clearing in Globalised Financial Markets by Peter Norman
English | 2011 | ISBN: 0470686324 | 416 pages | PDF | 5,7 MB
XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding... [Repost]

XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk By Ignacio Ruiz
2015 | 576 Pages | ISBN: 1137448199 | PDF | 14 MB

XVA Desks: A New Era for Risk Management is a comprehensive guide to the fundamentals and latest developments in this rapidly expanding field. Written by a seasoned practitioner, it begins with an overview of the role of OTC derivatives in the current banking industry. The book then goes into the fundamentals of counterparty credit and funding risk, explaining in detail how to build appropriate models. This includes an in-depth explanation of Monte Carlo simulations, collateral modelling, exposure allocation, simplified calculations, the role of central counterparties, and right and wrong way risk.
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital

Jon Gregory, "The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital"
English | ISBN: 1119109418 | 2015 | 496 pages | MOBI | 7 MB
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital, 3rd Edition

The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital (The Wiley Finance Series) by Jon Gregory
2015 | ISBN: 1119109418 | English | 496 pages | PDF | 9 MB
XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk (Repost)

XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk By Ignacio Ruiz
2015 | 576 Pages | ISBN: 1137448199 | PDF | 6 MB
XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk (Repost)

XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk By Ignacio Ruiz
2015 | 576 Pages | ISBN: 1137448199 | PDF | 6 MB