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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
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

Hardcover

Series: Applied Quantitative Finance

AccountingBusiness GeneralInvesting & Finance

ISBN10: 1137448199
ISBN13: 9781137448194
Publisher: Springer Nature
Published: Apr 28 2015
Pages: 407
Weight: 2.25
Height: 1.30 Width: 7.60 Depth: 9.80
Language: English
Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.

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