The xVA challenge : counterparty credit risk, funding, collateral, and capital / Jon Gregory.

"A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on practical methods, th...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Gregory, Jon, 1971-
Other title:	Counterparty credit risk and credit value adjustment.
Format:	eBook
Language:	English
Published:	Chichester, West Sussex, UK : John Wiley & Sons, 2015.
Edition:	Third edition.
Series:	The Wiley finance series.
Subjects:	Derivative securities > Mathematical models. Risk management.