Counterparty Credit Risk and Credit Value Adjustment pdf epub mobi txt 電子書下載 2024

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Jon Gregory

John Wiley & Sons

2012-8-24

480

GBP 62.99

Hardcover

9781118316672

圖書標籤: 金融信用交易對手風險

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发表于2024-11-10

Counterparty Credit Risk and Credit Value Adjustment epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Counterparty Credit Risk and Credit Value Adjustment pdf epub mobi txt 電子書下載 2024

圖書描述

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.

Counterparty Credit Risk and Credit Value Adjustment 下載 mobi epub pdf txt 電子書