Credit risk management for derivatives : post-crisis metrics for end-users /: post-crisis metrics for end-users. ([2017])

• Record Type: Book
• Further Information: Note: Ivan Zelenko.
• Authors: Zelenko, Ivan
• Contents: 1. Reshaping Derivatives Markets: The Post-2008 Ambition -- 2. Outlining Counterparty Credit Risk Exposure -- 3. Restating the Role of Collateral -- 4. Adjusting for Credit and Debt Value: CVA and DVA -- 5. Expanding Valuation Metrics: FVA and KVA.
• Publisher Details: Cham, Switzerland : Palgrave Macmillan
• Publication Date: 2017
• Copyright Date: 2017
• Extent: 1 online resource
• Subjects: 332.64/5; Finance; Financial risk management; Derivative securities; Banks and banking; Risk management; Macroeconomics; BUSINESS & ECONOMICS -- Finance; Banks and banking; Derivative securities; Financial risk management; Macroeconomics; Risk management; Business & Economics -- Banks & Banking; Business & Economics -- Economics -- Macroeconomics; Banking; Macroeconomics; Business & Economics -- Insurance -- Risk Assessment & Management; Management & management techniques; Electronic books
• Languages: English
• ISBNs: 9783319579757; 3319579754
• Related ISBNs: 9783319579740; 3319579746
• Notes: Note: Includes bibliographical references and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.