The xVA Challenge: Counterparty Credit Risk, Funding. Counterparty credit risk has become the key element of financial risk management, Dr Jon Gregory is a consultant specialising in the area of counterparty risk. Please note that this second edition of Counterparty Credit Risk and Credit Value Jon Gregory is an experienced practitioner in the area of financial risk.
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Quantitative Value Wesley R. A Deriving the equation for credit value adjustment CVA. Want to Read saving…. Request permission to reuse content from this site.
The book has a supporting website, www. Trivia About Counterparty Credif This new edition of his definitive treatment of the subject, fully updated and expanded, will remain the go-to source on counterparty risk management and valuation. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students.
Counterparty Credit Risk and Credit Value Adjustment : Jon Gregory :
This book is unique in being practically focused but also covering the more technical aspects. It is remarkably clear and accessible, especially considering how technical and jjon these topics are. Jelena Ivanovic marked it as to-read Nov 22, Check out the top books of the year on our page Best Books of About the Author Jon Gregory is an experienced practitioner in the area of financial risk management.
It also counterpafty portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks. Looking for beautiful books? He is amongst the few who can demystify the puzzle and this book is a key tool for bringing light into these dark matters. Power added ris Jul 29, Product details Format Hardback pages Dimensions x x 30mm Rowe, President, David M.
The xVA Challenge: Counterparty Credit Risk BookCVA Central
gregort Open Preview See a Problem? Description The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. The first edition of this book has become a standard reference on the subject of counterparty credit risk.
Table of contents Acknowledgements. Jon Gregory is an experienced practitioner in the area of financial risk management. Series The Wiley Finance Series. Montserrat marked it as to-read Feb 19, A Complete Guide to Pricing, Hedging and Risk Managementnominated in for the Kulp-Wright award for the most significant text in risk management and insurance.
Steven Lessard is currently reading it Oct 18, From tohe worked for BNP Paribas, initially developing the framework for the pricing and management of counterparty risk for the fixed income division and later being part of the rapid growth of the credit derivatives business.
This book is essential reading for regulators and all users of OTC derivatives.
He is currently a partner at Solum Financial based in London and advises a number of banks on their counterparty risk and CVA practices. Apoorv Tandon marked it as to-read Sep 26, The Future of Counterparty Risk Order this book today from amazon. Rotman School of Management, University of Gregorh “”Utmost important topic covered by one of the best experts in the field.
Counterparty Credit Risk: The new challenge for global financial markets
D Definition of grregory EPE. Description A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: Counterparty risk is now a key problem for all financial institutions.
It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks. Peir Shenq Stanley Lim.
This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students. Sandra Carolina added it May 18, Greggory copy Counterparty credit risk and credit value adjustment “”Jon Gregory is the acknowledged global expert on counterparty credit risk.
His exposition is clear and accessible, which is remarkable given the complexity of the topic. Other books in this series. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management margining.
Center for Risk Management Research
Inside the Black Box Rishi K. Abhinav Rastogi marked it as to-read Counterparfy 10, Masha Maltseva added it Feb 16, Permissions Request permission to reuse content from this site. Mitigation of Counterparty Credit Risk Chapter 4: Jon holds a PhD from Cambridge University. Investment Banking Joshua Rosenbaum.
A Credit portfolio model.