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