XVA Desks - A New Era for Risk Management

XVA Desks - A New Era for Risk Management
Author :
Publisher : Springer
Total Pages : 591
Release :
ISBN-10 : 9781137448200
ISBN-13 : 1137448202
Rating : 4/5 (00 Downloads)

Book Synopsis XVA Desks - A New Era for Risk Management by : I. Ruiz

Download or read book XVA Desks - A New Era for Risk Management written by I. Ruiz and published by Springer. This book was released on 2015-04-27 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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