Counterparty

Counterparty Credit Risk (repost)  eBooks & eLearning

Posted by libr at May 4, 2017
Counterparty Credit Risk (repost)

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

Counterparty Credit Risk and Credit Value Adjustment, 2nd Edition (repost)  eBooks & eLearning

Posted by arundhati at Dec. 13, 2016
Counterparty Credit Risk and Credit Value Adjustment, 2nd Edition (repost)

Jon Gregory, "Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (2nd Edition)"
2012 | ISBN: 1118316673 | English | 480 pages | PDF | 4 MB

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
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  eBooks & eLearning

Posted by nebulae at Nov. 14, 2015
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
XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk

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