The Xva Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin by Jon Gregory

The Xva Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin

Wiley Finance

Jon Gregory

704 pages missing pub info (editions)

nonfiction business economics informative medium-paced
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A thoroughly updated and expanded edition of the xVA challenge The period since the global financial crisis has seen a major re-appraisal of derivatives valuation, generally expressed in the form of valuation adjustments ('xVAs'). The quantificati...

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