Counterparty Credit Risk and Credit Value Adjustment 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Jon Gregory 作者

John Wiley & Sons

译者

2012-8-24 出版日期

480 页数

GBP 62.99 价格

Hardcover

丛书系列

9781118316672 图书编码

Counterparty Credit Risk and Credit Value Adjustment 在线电子书图书标签: 金融信用交易对手风险

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Counterparty Credit Risk and Credit Value Adjustment 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Counterparty Credit Risk and Credit Value Adjustment 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

Counterparty Credit Risk and Credit Value Adjustment 在线电子书用户评价

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comprehensive introduction to the concepts of credit risk, less or almost not mathematical contents,,,, insightful on the market conventions

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2014-5

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主要篇幅讲信用风险和CVA，穿插了流动性，抵押品，MPOR， settlement risk..量化分析等和一些最新的风险监管点, CCP 和 Concentration Risk... 数学量化的东西比较浅，适合数学功底弱的人群

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2014-5

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Counterparty Credit Risk and Credit Value Adjustment 在线电子书著者简介

Counterparty Credit Risk and Credit Value Adjustment 在线电子书图书目录

Counterparty Credit Risk and Credit Value Adjustment 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Counterparty Credit Risk and Credit Value Adjustment 在线电子书图书描述

A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for every financial institution. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks. In addition, the book addresses the design and benefits of central clearing, a recent development in attempts to control the rapid growth of counterparty risk. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students.

Counterparty Credit Risk and Credit Value Adjustment 在线电子书下载 mobi epub pdf txt 在线电子书下载

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