The xVA challenge : counterparty risk, funding, collateral, capital and initial margin /

"In 2007, a so-called credit crisis began. This crisis eventually became more severe and long-lasting than could have ever been anticipated. One result of the "global financial crisis" was a clear realisation that banks needed to be subject to much stricter regulation and conservative...

Full description

Bibliographic Details

Main Author:	Gregory, Jon, 1971- (Author)
Format:	eBook
Language:	English
Published:	Chichester, West Sussex, United Kingdom : Wiley, 2020.
Edition:	Fourth edition.
Subjects:	Derivative securities > Mathematical models. Risk management.
Online Access:	Connect to the full text of this electronic book