XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk
I. Ruiz
€ 153.66
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Description for XVA Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk
Hardback. 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. Series: Applied Quantitative Finance. Num Pages: 440 pages, 135 figures. BIC Classification: KFFK. Category: (P) Professional & Vocational. Dimension: 200 x 255 x 34. Weight in Grams: 1016.
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.
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.
Product Details
Publisher
Palgrave Macmillan
Format
Hardback
Publication date
2015
Series
Applied Quantitative Finance
Condition
New
Number of Pages
407
Place of Publication
Basingstoke, United Kingdom
ISBN
9781137448194
SKU
V9781137448194
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About I. Ruiz
Ignacio Ruiz is the founder and a director at iRuiz Consulting, where he provides a range of services in Quantitative Risk Analytics, with a focus in the XVA space. He has a proven track record at designing risk methodologies, building risk analytics frameworks, managing projects to completion and providing training in tier-1 universal financial institutions, investment banks, corporates, hedge funds, ... Read more
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