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Counterparty Credit Risk & Hybrid Models

framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation;

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Counterparty Risk and Funding

Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and Funding: A Tale of Two Puzzles;

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Counterparty Risk and Funding

Solve the DVA/FVA Overlap Issue and Effectively Manage Portfolio Credit Risk Counterparty Risk and Funding: A Tale of Two Puzzles;

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Credit Risk

Inhaltsangabe: Abstract: We discuss the main approaches to quantify the risk of losses arising from a defaulting counterparty to a;

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The xVA Challenge

A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding;

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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide

counterparty credit exposure arising from exotic derivatives traded by the ?rm. As often happens, - posure of products such as, for example, exotic;

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Modelling, Pricing, And Hedging Counterparty Credit Exposure

counterparty credit exposure arising from exotic derivatives traded by the ?rm. As often happens, - posure of products such as, for example, exotic;

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Credit Risk Management

derivatives pricing methods. Particular attention is given to the challenges of counterparty risk management, Credit Valuation Adjustment (CVA) and;

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Oxford Handbook Of Credit Derivatives

- counterparty risk in credit derivatives - is further explored in two dedicated chapters. Alternative non-Gaussian approaches to modelling are also;

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Innovations in Derivatives Markets

in: * Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk;

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Xva Desks - A New Era for Risk Management: Understanding, Building and Managing Counterparty, Funding and Capital Risk

derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing;

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The Practice of Lending

This book provides a comprehensive treatment of credit risk assessment and credit risk rating that meets the Advanced Internal Risk-Based;

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Perturbation Methods in Credit Derivatives

expert volume Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management offers an incisive examination of a new;

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Introduction to Credit Risk

exposure to counterparty credit risk. The book also directs the reader on how to visualize, in real time, the results of this data, generated with;

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The XVA of Financial Derivatives CVA DVA and FVA Explained

and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.;

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Derivatives Pricing and Modeling

products, - credit and counterparty risk, - innovative market and product structures.;

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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff;

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Credit Risk Management for Derivatives

manage counterparty credit risk in their derivatives activities in the new post-crisis market and regulatory environment, and it aims to;

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Copula Methods in Finance

securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions.;

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Credit Derivatives

to a counterparty. They have fundamentally changed the way banks price, manage, transact, originate, distribute and account for credit risk;

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Interest Rate Models - Theory and Practice

the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff;

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Quantitative Financial Risk Management

The bulk of this volume deals with the four main aspects of risk management: market risk, credit risk, risk management - in macro-economy;

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Financial Risk Management: Identification, Measurement and Management

, counterparty risk, operational risk, liquidity risk, market risk, derivative credit risk and country risk. Chapters also provide comprehensive and;

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Financial Risk Management: Identification, Measurement and Management

, counterparty risk, operational risk, liquidity risk, market risk, derivative credit risk and country risk. Chapters also provide comprehensive and;

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Credit Risk Measurement

The single most important topic in finance today is the art and science of credit risk management. Growing dissatisfaction with traditional;

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Bank Management and Control

methods of risk management for Credit Risk, Counterparty Credit Risk, Market Risk, Operational Risk and Risk Aggregation is provided. In addition;

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Corporate Credit Risk Management

of customer and financial institution counterparty credit risk are treated separately, addressing for each the organisation of the function, data;

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