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XVA desks - a new era for risk management : understanding, building and managing counterparty & funding risk Ignacio Ruiz

By: Material type: TextTextPublication details: Hampshire : Palgrave Macmillan ; c2015.Description: xxii, 407 p. : ill. ; 26 cmISBN:
  • 9781137448194
Subject(s): DDC classification:
  • .
Online resources: Summary: Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.
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Holdings
Item type Current library Call number Status Date due Barcode
REGULAR University of Wollongong in Dubai Main Collection 658.155 RU XV (Browse shelf(Opens below)) Available T0051630

Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.

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