XVA Desks - A New Era for Risk Management
| Author | : I. Ruiz |
| Publisher | : Springer |
| Total Pages | : 424 |
| Release | : 2015-04-27 |
| ISBN-10 | : 9781137448200 |
| ISBN-13 | : 1137448202 |
| Rating | : 4/5 (202 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 424 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.