Counterparty Credit Risk and Credit Value Adjustment pdf epub mobi txt 電子書 下載2025
- 金融
- 信用
- 交易對手風險
- Counterparty Credit Risk
- Credit Value Adjustment
- CVA
- CRR
- XVA
- 金融風險管理
- 信用風險
- 衍生品定價
- 量化金融
- 風險建模
具體描述
A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for every financial institution. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks. In addition, the book addresses the design and benefits of central clearing, a recent development in attempts to control the rapid growth of counterparty risk. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students.
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用戶評價
主要篇幅講信用風險和CVA，穿插瞭流動性，抵押品，MPOR， settlement risk..量化分析等和一些最新的風險監管點, CCP 和 Concentration Risk... 數學量化的東西比較淺，適閤數學功底弱的人群
评分comprehensive introduction to the concepts of credit risk, less or almost not mathematical contents,,,, insightful on the market conventions
评分很多深入的問題都淺嘗輒止，壓根沒陪你玩到底啊！這麼貴又厚的書純坑爹的
评分2014-5
评分主要篇幅講信用風險和CVA，穿插瞭流動性，抵押品，MPOR， settlement risk..量化分析等和一些最新的風險監管點, CCP 和 Concentration Risk... 數學量化的東西比較淺，適閤數學功底弱的人群
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