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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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The xVA Challenge

, funding, and capital alongside counterparty risk. The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital provides expert;

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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 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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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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Credit Risk Management for Derivatives

derivatives markets in the global financial meltdown of 2008. Recapping the evolution in markets and counterparty risk management, as well as key;

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Treasury Finance & Development Banking

pricing) * Treasury (funding as an asset swap structure, benchmarks for borrowing/investing) * Risk and asset liability management (leverage;

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Risk Management Issues In Insurance

in the short, medium, and long term. It will demystify how insurers cope with liquidity risk, counterparty risk, tail-event risk (catastrophe;

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Xva

valuation adjustments including credit risk, funding and regulatory effects. The practical implementation of XVA models using Monte Carlo techniques;

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Introduction to Credit Risk

, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected;

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

interest-rate, or credit derivatives were modelled under conservative assumptions and credit of?cers were struggling to assess the real risk. We;

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Modelling, Pricing, And Hedging Counterparty Credit Exposure

interest-rate, or credit derivatives were modelled under conservative assumptions and credit of?cers were struggling to assess the real risk. We;

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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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xVA Challenge Counterparty Credit Risk

become a much studied topic and many aspects are in constant debate both in industry and academia. Discussing counterparty credit risk;

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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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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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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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The Repo as a Part of Shadow Banking. An Empirical and Regulatory Discussion

evaluation of repo regulations. I explain why capital requirements and CCPs are the most effective preventive policies to reduce both counterparty;

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Derivatives

and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new;

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Derivatives

and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new;

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Derivatives Pricing and Modeling

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

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Option Pricing in the Presence of Liquidity Risk

. Market liquidity risk has an effect on for example security prices, risk management, and the speed of arbitrage. The banks and their funding;

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Quantitative Risk Management

counterparty credit risk and CDO pricing* Includes a new chapter on market risk and new material on risk measures and risk aggregation;

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The Law of Corporate Finance: General Principles and EU Law 3

. The firm's funding mix will also influence risk in many ways. Funding. The most important way to raise funding is through retained profits and;

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