Books

Catalogue · credit instruments

Search runs across title, subtitle, short description, and author names. Topics mirror the full instrument and desk coverage of the library—see also topic hubs.

2 titles match these filters

xVA: Credit

Funding and Capital Valuation Adjustments: A Continuing Challenge for Global Financial Markets

Damiano Brigo et al. · 2013 · John Wiley & Sons

This comprehensive volume addresses the complexities of funding and capital valuation adjustments (xVA) in the context of credit derivatives. It serves as a critical resource for professionals navigating the challenges of valuation in global financial markets.

Credit & funding
Risk management
Quantitative methods
Regulation & compliance

Credit Risk Measurement In and Out of the Financial Crisis

Anthony Saunders · Linda Allen · 2010 · John Wiley & Sons

Third-edition survey of credit risk measurement spanning structural and reduced-form models and crisis-era practice.

Credit & funding
Risk management