XVA Desks - A New Era for Risk Management

Beschreibung

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.

Autor*in

I. Ruiz

Themen in »XVA Desks - A New Era for Risk Management«

banking Banking Industry capital market Credit Risk Credit Risk Management derivatives

Stimmen zu »XVA Desks - A New Era for Risk Management«

Details

Link teilen