Rondanini

Financial Library

Jon Gregory

Published titles in this catalogue:

Counterparty Credit Risk and Credit Value Adjustment

A Continuing Challenge for Global Financial Markets

Jon Gregory · 2012 · John Wiley & Sons

This comprehensive work by Jon Gregory delves into the complexities of counterparty credit risk and credit value adjustment, essential for understanding the challenges faced by global financial markets. It provides insights into risk management practices and the implications for fixed income and credit instruments.

  • Credit
  • Risk management
  • Fixed income
  • Regulation & compliance

XVA Challenge

Counterparty Credit Risk, Funding, Collateral, and Capital

Jon Gregory · 2015 · John Wiley & Sons

The XVA Challenge addresses the complexities of counterparty credit risk, funding, collateral management, and capital requirements in derivatives trading. Authored by Jon Gregory, this comprehensive guide provides practitioners with the necessary frameworks and quantitative methods to navigate these critical aspects of modern finance.

  • Risk management
  • Credit & funding
  • Derivatives
  • Liquidity & funding