XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance)

by Andrew Green

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Book cover for XVA

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Thorough, accessible coverage of the key issues in XVA

XVA – Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an industry expert, this book navigates you through the complexities of XVA, discussing in detail the very latest developments in valuation adjustments including the impact of regulatory capital and margin requirements arising from CCPs and bilateral initial margin.

The book presents a unified approach to...

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  • ISBN10 111855678X
  • ISBN13 9781118556788
  • Publish Date 6 November 2015 (first published 8 October 2015)
  • Publish Status Active
  • Publish Country US
  • Imprint John Wiley & Sons Inc
  • Format Hardcover
  • Pages 544
  • Language English