The xVA challenge : counterparty credit risk, funding, collateral, and capital
Alternative title: | Counterparty credit risk and credit value adjustment. |
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Year of publication: |
2015 ; 3. ed.
|
Authors: | Gregory, Jon |
Publisher: |
Chichester : Wiley |
Subject: | Derivat | Derivative | Kreditrisiko | Credit risk | Kreditsicherung | Collateral | Terminmarkt | Derivatives market | Risikomaß | Risk measure | Außerbörslicher Wertpapierhandel | Derivat <Wertpapier> | Kreditderivat | Ausfallrisiko | Risikomanagement |
Description of contents: | Table of Contents [gbv.de] ; Description [catalogimages.wiley.com] |
Extent: | XXII, 469 S. graph. Darst. |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Revised edition of the author's Counterparty credit risk and credit value adjustment, 2012 Includes index |
ISBN: | 978-1-119-10941-9 ; 978-1-119-10943-3 ; 978-1-119-10942-6 ; 978-1-119-10944-0 |
Source: | ECONIS - Online Catalogue of the ZBW |
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