ISBN: 978-1-119-50897-7 May 2020 704 Pages. Shareable Link. E-Book. Chapter 21 will discuss the ‘xVA desk’ and management of xVA. $72.99. Focusing on practical methods, this informative guide includes discussion around the latest regulatory requirements, market practice, and academic thinking. Report. XVA s break the law of one price, so every situation will be different, be it for pricing, hedging, risk management, accounting, finance or capital management. The xVA Challenge: Counterparty Risk, Funding, Collateral, Capital and Initial Margin, 4th Edition. Back to Lesson. 4. Wiley Finance Editions. Starting at just $72.99 . The xVA Challenge Shipping Finance includes an analysis of ship mortgage terms and conditions, and Page 4/15. If you continue to use this site we will assume that you are happy with it. Spreadsheets provided on author’s website is an utter brilliant idea to gain more solid understanding from the mathematical perspective. Lea reseñas de productos sinceras e imparciales de nuestros usuarios. Fixed income desk responsible for the Bank’s XVA book. They had been relying on a manual spreadsheet-based method that produced numerous inconsistencies, and was becoming an operational risk. The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital, 3rd Edition . Spreadsheets provided on author’s website is an utter brilliant idea to gain more solid understanding from the mathematical perspective. The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory.. Order this book today from Amazon.co.uk or Wiley In the US order from Amazon.com Traditional credit valuation adjustment systems are struggling to accurately calculate and manage these multiple XVAs and deliver a consistent view of all the trades in a portfolio. Case 1. The xVA Challenge Counterparty Credit Risk, Funding, Collateral and Capital. Spreadsheets provided on author’s website is an utter brilliant idea to gain more solid understanding from the mathematical perspective. Practice Question Set: Chapter 4: What is ERM, Implementing Robust Risk Appetite Frameworks to Strengthen Financial Institutions, Study Notes: Implementing Robust Risk Appetite Frameworks, Practice Question Set: Implementing Robust Risk Appetite Frameworks, Banking Conduct and Culture: A Call for Sustained and Comprehensive Reform, Practice Question Set: Banking Conduct and Culture, Carretta, Risk Culture in Banking, Chapter 2, Study Notes: Carretta, Chapter 2: Risk Culture, Practice Question Set: Carretta, Chapter 2: Risk Culture, Cruz, Fundamental Aspects of Operational Risk, Chapter 2, Study Notes: Cruz, Chapter 2: OpRisk Data and Governance, Practice Question Set: Cruz, Chapter 2: OpRisk Data and Governance, Supervisory Guidance on Model Risk Management, Study Notes: Supervisory Guidance on Model Risk Management, Practice Question Set: Supervisory Guidance on Model Risk Management, Tarantino, Risk Management in Finance, Chapter 3, Study Notes: Tarantino, Chapter 3: Information Risk and Data Quality Management, Practice Question Set: Tarantino, Chapter 3: Information Risk and Data Quality Management, Practice Question Set: De Laurentis, Chapter 5: Validating Rating Models, Malz, Financial Risk Management: Models, History, and Institutions, Chapter 11, Practice Question Set: Malz, Chapter 11: Assessing the Quality of Risk Measures, Instructional Video: Malz, Chapter 11: Assessing the Quality of Risk Measures, Learning Spreadsheet: Malz, Chapter 11: Assessing the Quality of Risk Measures, Crouhy, Essentials of Risk Management, Chapter 17, Study Notes: Crouhy, Chapter 17: Risk Capital Attribution and Risk-Adjusted Performance Measurement, Practice Question Set: Crouhy, Chapter 17: Risk Capital Attribution and Risk-Adjusted Performance Measurement, Instructional Video: Crouhy, Chapter 17: Risk Capital Attribution and Risk-Adjusted Performance Measurement, Range of Practices and Issues in Economic Capital Frameworks, Practice Question Set: Range of Practices, Instructional Video: Range of Practices and Issues, Capital Planning at Large Bank Holding Companies, Study Notes: Capital Planning at Large Bank Holding Companies, Practice Question Set: Capital Planning at Large Bank Holding Companies, Study Notes: Schuermann, Stress Testing Banks, Practice Question Set: Schuermann, Stress Testing Banks, Study Notes: Guidance on Managing Outsourcing Risk, Practice Question Set: Guidance on Managing Outsourcing Risk, Carey, Management of Risks Associated with Money Laundering and Financing of Terrorism, Study Notes: Carey, Money Laundering and Financing of Terrorism, Practice Question Set: Carey, Money Laundering and Financing of Terrorism, Hull, Risk Management and Financial Institutions, Chapter 17, Study Notes: Hull RMFI, Chapter 17: Regulation of the OTC Derivatives Market, Practice Question Set: Hull RMFI, Chapter 17: Regulation of the OTC Derivatives Market, Carey, Capital Regulation Before the Global Financial Crisis, Study Notes: Carey, Capital Regulation Before the Global Financial Crisis, Practice Question Set: Carey, Capital Regulation Before the Global Financial Crisis, Instructional Video: Hull, Chapter 15 (Previous author/same content), Carey, Solvency, Liquidity and Other Regulation After the Global Financial Crisis, Study Notes: Carey, Solvency, Liquidity and Other Regulation, Practice Question Set: Carey, Solvency, Liquidity and Other Regulation, Instructional Video: Hull, Chapter 16 (Previous author/same content), Study Notes: High-level summary of Basel III reforms, Practice Question Set: High-level summary of Basel III reforms, Basel III: Finalising post-crisis reforms, Study Notes: Basel III: Finalising post-crisis reforms, Practice Question Set: Basel III: Finalising post-crisis reforms, Coburn, Solving Cyber Risk: Protecting Your Company and Society, Chapter 8, Practice Question Set: Coburn, Chapter 8: The Cyber-Resilient Organization, Practice Question Set: Cyber-resilience: Range of practices, Building the UK Financial Sector’s Operational Resilience, Practice Question Set: Building the UK Financial Sector’s Operational Resilience, Wyman, Striving for Operational Resilience, Practice Question Set: Wyman, Striving for Operational Resilience, Basel II: International Convergence (Optional Regulatory Reading), Study Notes: Basel II: International Convergence, Practice Question Set: Basel II: international Convergence, Instructional Video: Basel II: International Convergence, Basel III: A Global Regulatory Framework (Optional Regulatory Reading), Study Notes: Basel III: A Global Regulatory Framework, Practice Question Set: Basel III: A Global Regulatory Framework, Instructional Video: Basel III: A Global Regulatory Framework, Basel III: The Liquidity Coverage Ratio (Optional Regulatory Reading), Study Notes: Basel III: Liquidity Coverage Ratio, Practice Question Set: Basel III: Liquidity Coverage Ratio, Revisions to the Basel II Market Risk Framework (Optional Regulatory Reading), Study Notes: Revisions to the Basel II Market Risk Framework, Practice Question Set: Revisions to the Basel II Market Risk Framework, Instructional Video: Revisions to the Basel II Market Risk Framework, Basel III: The Net Stable Funding Ratio (Optional Regulatory Reading), Study Notes: Basel III: The Net Stable Funding Ratio, Minimum Capital Requirements for Market Risk (Optional Regulatory Reading), Study Notes: Minimum Capital Requirements for Market Risk, Basel III: Finalising Post-Crisis Reforms (Optional Regulatory Reading), Source Reading: Basel III: Finalising Post-Crisis Reforms, Operational & Integrated Risk Management Review, Operational & Integrated Risk Management Global Topic Review Question Set, Operational and Integrated Risk Management Focus Review (1 of 2), Operational and Integrated Risk Management Focus Review (2 of 2), Learning Spreadsheets: P2.T7.a XLS Bundle, Learning Spreadsheets: P2.T7.b XLS Bundle, Learning Spreadsheets: P2.T7.c XLS Bundle, Operational & Integrated Risk Management Quiz, Hull, Risk Management and Financial Institutions, Chapter 24, Study Notes: Hull, RMFI, Chapter 24: Liquidity Risk, Practice Question Set: Hull, RMFI, Chapter 24: Liquidity Risk, Malz, Financial Risk Management: Models, History, and Institutions, Chapter 12, Practice Question Set: Malz, Chapter 12: Liquidity and Leverage, Instructional Video 1 of 3: Malz, Chapter 12: Liquidity and Leverage, Instructional Video 2 of 3: Malz, Chapter 12: Liquidity and Leverage, Instructional Video 3 of 3: Malz, Chapter 12: Liquidity and Leverage, Learning Spreadsheet: Malz, Chapter 12: Liquidity and Leverage, Venkat, Liquidity Risk Management, Chapter 6, Study Notes: Venkat, Chapter 6: Early Warning Indicators, Practice Question Set: Venkat, Chapter 6: Early Warning Indicators, Rose, Bank Management & Financial Services, Chapters 10 & 11, Study Notes: Rose, Bank Management & Financial Services, Chapter 10 & 11, Practice Question Set: Rose, Bank Management & Financial Services, Chapters 10 & 11, Venkat, Liquidity Risk Management, Chapter 4, Study Notes: Venkat, Chapter 4: Intraday Liquidity Risk Management, Practice Question Set: Venkat, Chapter 4: Intraday Liquidity Risk Management, Castagna, Measuring and Managing Liquidity Risk, Chapter 6, Study Notes: Castagna, Chapter 6: Monitoring Liquidity, Practice Question Set: Castagna, Chapter 6: Monitoring Liquidity, Duffie, Failure Mechanics of Dealer Banks, Study Notes: Duffie, Failure Mechanics of Dealer Banks, Practice Question Set: Duffie, Failure Mechanics of Dealer Banks, Instructional Video: Duffie, Failure Mechanics of Dealer Banks, Venkat, Liquidity Risk Management, Chapter 3, Study Notes: Venkat, Chapter 3: Liquidity Stress Testing, Practice Question Set: Venkat, Chapter 3: Liquidity Stress Testing, Choudhry, The Principles of Banking Institutions, Chapter 14, Practice Question Set: Choudhry, Chapter 14: Liquidity Risk Reporting and Stress Testing, Venkat, Liquidity Risk Management, Chapter 7, Study Notes: Venkat, Chapter 7: Contingency Funding Planning, Practice Question Set: Venkat, Chapter 7: Contingency Funding Planning, Rose, Bank Management & Financial Services, Chapters 12 & 13, Study Notes: Rose, Bank Management & Financial Services, Chapters 12 & 13, Practice Question Set: Rose, Bank Management & Financial Services, Chapters 12 & 13, Tuckman, Fixed Income Securities, Chapter 12, Study Notes: Tuckman, Chapter 12: Repurchase Agreements and Financing, Practice Question Set: Tuckman, Chapter 12: Repurchase Agreements and Financing, Grant, Liquidity Transfer Pricing: A Guide to Better Practice, Study Notes: Grant, Liquidity Transfer Pricing: A Guide to Better Practice, Practice Question Set: Grant, Liquidity Transfer Pricing: A Guide to Better Practice, McGuire, The US Dollar Shortage in Global Banking and the International Policy Response, Study Notes: McGuire, US Dollar Shortage in Global Banking, Practice Question Set: McGuire, US Dollar Shortage in Global Banking, Borio, Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis, Study Notes: Borio, Covered Interest Rate Parity Lost, Practice Question Set: Borio, Covered Interest Rate Parity Lost, Rose, Bank Management & Financial Services, Chapter 7, Study Notes: Rose, Chapter 7: Risk management for Changing Interest Rates, Practice Question Set: Rose, Chapter 7: Risk management for Changing Interest Rates, Study Notes: Ang, Chapter 13: Illiquid Assets, Practice Question Set: Ang, Chapter 13: Illiquid Assets, Instructional Video: Ang, Chapter 13: Illiquid Assets, Practice Question Set: Ang, Chapters 6, 7 & 10, Instructional Video: Ang, Chapter 6: Factor Theory, Instructional Video: Ang, Chapter 7: Factors, Instructional Video: Ang, Chapter 10: Alpha (and the Low-Risk Anomaly), Grinold, Active Portfolio Management, Chapter 14, Study Notes: Grinold, Chapter 14: Portfolio Construction, Practice Question Set: Grinold, Chapter 14: Portfolio Construction, Practice Question Set: Jorion, Chapters 7 & 17, Learning Spreadsheet: Jorion, Chapters 7 & 17, Litterman, Modern Investment Management, Chapter 17, Practice Question Set: Litterman, Chapter 17: Risk Monitoring and Performance Measurement, Instructional Video: Litterman, Chapter 17, Study Notes: Bodie, Chapter 24: Portfolio Performance Evaluation, Practice Question Set: Bodie, Chapter 24: Portfolio Performance Evaluation, Constantinides, Handbook of the Economics of Finance, Chapter 17, Study Notes: Constantinides, Chapter 17: Hedge Funds, Practice Question Set: Constantinides, Chapter 17: Hedge Funds, Mirabile, Hedge Fund Investing, Chapter 12, Practice Question Set: Mirabile, Chapter 12: Performing Due Diligence on Specific Managers and Funds, Risk Management & Investment Management Review, Risk Management & Investment Management Global Topic Review Question Set, Risk Management and Investment Management Focus Review, Risk Management & Investment Management Quiz, Andreas Schrimpf, Beyond LIBOR: a Primer on the New Benchmark Rates, Practice Question Set: Beyond LIBOR: A Primer on the New Benchmark Rates.
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