XVA desks : a new era for risk management : understanding, building and managing counterparty, funding and capital risk /: a new era for risk management : understanding, building and managing counterparty, funding and capital risk. (2015)

• Record Type: Book
• Further Information: Note: Ignacio Ruiz.
• Authors: Ruiz, Ignacio
• Contents: 1. The Banking Industry, the Capital Markets and Counterparty Credit Risk -- 2. Introduction to Quantifying Risk: From Market to Counterparty Risk -- 3. Counterparty Credit Risk I: Exposure Measurement -- 4. Counterparty Credit Risk II: Loss Given Default and Default Probability -- 5. Right and Wrong Way Risk -- 6. Backtesting Risk Models -- 7. Risk Model Validation -- 8. A Primer on Risk-Free Pricing -- 9. Pricing Counterparty Risk: CVA -- 10. FVA and Discounting -- 11. A Primer on Regulatory Capital Calculation -- 12. CVA & FVA Systems and Project Management.
• Publisher Details: Basingstoke : Palgrave Macmillan
• Publication Date: 2015
• Extent: 1 online resource
• Subjects: 658.15/5; Finance; Risk management -- Mathematical models; BUSINESS & ECONOMICS -- Industrial Management; BUSINESS & ECONOMICS -- Management; BUSINESS & ECONOMICS -- Management Science; BUSINESS & ECONOMICS -- Organizational Behavior; Risk management -- Mathematical models; Business & Economics -- Banks & Banking; Banking; Finance; Risk management; Banks and banking; Financial engineering; Business & Economics -- Insurance -- Risk Assessment & Management; Management & management techniques; Electronic books
• Languages: English
• ISBNs: 9781137448200; 1137448202; 9781349686223; 1349686220
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• 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.