Published titles in this catalogue:
Shelf notes for catalogue titles by this author.
A critical examination of counterparty risk and CVA in the context of post-2008 financial markets.
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital
This authoritative resource offers a comprehensive examination of counterparty credit risk and xVA calculations essential for financial professionals.
Counterparty Credit Risk and Credit Value Adjustment
This text offers a comprehensive examination of counterparty credit risk and Credit Value Adjustment methodologies essential for managing derivatives portfolios.
A Continuing Challenge for Global Financial Markets, 2nd Edition
Jon Gregory · 2012 · John Wiley & Sons
This book provides a comprehensive examination of counterparty credit risk and credit value adjustment, essential for understanding the challenges faced by global financial markets. It addresses the evolution of counterparty risk management practices and the implications for financial institutions.
Jon Gregory · 2010 · John Wiley & Sons
This comprehensive volume addresses the intricacies of counterparty risk and credit valuation adjustment (CVA) within global financial markets. It delves into the methodologies and regulatory frameworks that shape risk management practices, particularly in derivatives trading.
3rd Edition
Jon Gregory · 2015 · John Wiley & Sons
The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital offers a comprehensive exploration of counterparty credit risk and its associated financial adjustments. This third edition provides practical insights into the latest regulatory frameworks and market practices, focusing on critical xVA terms such as CVA, DVA, and FVA.