XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) Book PDF, ePub eBook

Join our eBook service for unlimited books & audiobooks. Get a free 7 day subscription! ↓↓↓↓↓


Book Descriptions:

Thorough, accessible coverage of the key issues in XVA

XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an industry expert, this book navigates you through the complexities of XVA, discussing in detail the very latest developments in valuation adjustments including the impact of regulatory capital and margin requirements arising from CCPs and bilateral initial margin.

The book presents a unified approach to modelling valuation adjustments including credit risk, funding and regulatory effects. The practical implementation of XVA models using Monte Carlo techniques is also central to the book. You'll also find thorough coverage of how XVA sensitivities can be accurately measured, the technological challenges presented by XVA, the use of grid computing on CPU and GPU platforms, the management of data, and how the regulatory framework introduced under Basel III presents massive implications for the finance industry.

• Explores how XVA models have developed in the aftermath of the credit crisis
• The only text to focus on the XVA adjustments rather than the broader topic of counterparty risk.
• Covers regulatory change since the credit crisis including Basel III and the impact regulation has had on the pricing of derivatives. 
• Covers the very latest valuation adjustments, KVA and MVA.
• The author is a regular speaker and trainer at industry events, including WBS training, Marcus Evans, ICBI, Infoline and RISK

If you're a quantitative analyst, trader, banking manager, risk manager, finance and audit professional, academic or student looking to expand your knowledge of XVA, this book has you covered.

XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) by Andrew Green

From reader reviews:

Nancy Tandy:

What do you think about book? It is just for students because they're still students or it for all people in the world, what the best subject for that? Only you can be answered for that issue above. Every person has diverse personality and hobby for every single other. Don't to be obligated someone or something that they don't wish do that. You must know how great in addition to important the book XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series). All type of book is it possible to see on many methods. You can look for the internet resources or other social media.

Marianne Haglund:

Book is to be different for each grade. Book for children until eventually adult are different content. As it is known to us that book is very important normally. The book XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) had been making you to know about other know-how and of course you can take more information. It is very advantages for you. The guide XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) is not only giving you much more new information but also to get your friend when you truly feel bored. You can spend your own spend time to read your e-book. Try to make relationship together with the book XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series). You never experience lose out for everything when you read some books.

Elaine Moore:

The event that you get from XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) may be the more deep you rooting the information that hide into the words the more you get interested in reading it. It doesn't mean that this book is hard to understand but XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) giving you enjoyment feeling of reading. The writer conveys their point in specific way that can be understood simply by anyone who read the idea because the author of this guide is well-known enough. This specific book also makes your personal vocabulary increase well. That makes it easy to understand then can go to you, both in printed or e-book style are available. We advise you for having that XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) instantly.

Michael Medellin:

People live in this new moment of lifestyle always attempt to and must have the free time or they will get wide range of stress from both lifestyle and work. So , if we ask do people have spare time, we will say absolutely without a doubt. People is human not only a robot. Then we inquire again, what kind of activity have you got when the spare time coming to you actually of course your answer will probably unlimited right. Then ever try this one, reading books. It can be your alternative inside spending your spare time, often the book you have read is definitely XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series).