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Books > Law > Laws of other jurisdictions & general law > Financial, taxation, commercial, industrial law > Financial law
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The xVA Challenge - Counterparty Credit Risk, Funding, Collateral and Capital (Hardcover, 3rd Edition)
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The xVA Challenge - Counterparty Credit Risk, Funding, Collateral and Capital (Hardcover, 3rd Edition)
Series: The Wiley Finance Series
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A detailed, expert-driven guide to today's major financial point of
interest The xVA Challenge: Counterparty Credit Risk, Funding,
Collateral, and Capital is a practical guide from one of the
leading and most influential credit practitioners, Jon Gregory.
Focusing on practical methods, this informative guide includes
discussion around the latest regulatory requirements, market
practice, and academic thinking. Beginning with a look at the
emergence of counterparty risk during the recent global financial
crisis, the discussion delves into the quantification of firm-wide
credit exposure and risk mitigation methods, such as netting and
collateral. It also discusses thoroughly the xVA terms, notably
CVA, DVA, FVA, ColVA, and KVA and their interactions and overlaps.
The discussion of other aspects such as wrong-way risks, hedging,
stress testing, and xVA management within a financial institution
are covered. The extensive coverage and detailed treatment of what
has become an urgent topic makes this book an invaluable reference
for any practitioner, policy maker, or student. Counterparty credit
risk and related aspects such as funding, collateral, and capital
have become key issues in recent years, now generally characterized
by the term 'xVA'. This book provides practical, in-depth guidance
toward all aspects of xVA management. * Market practice around
counterparty credit risk and credit and debit value adjustment (CVA
and DVA) * The latest regulatory developments including Basel III
capital requirements, central clearing, and mandatory collateral
requirements * The impact of accounting requirements such as IFRS
13 * Recent thinking on the applications of funding, collateral,
and capital adjustments (FVA, ColVA and KVA) The sudden realization
of extensive counterparty risks has severely compromised the health
of global financial markets. It's now a major point of action for
all financial institutions, which have realized the growing
importance of consistent treatment of collateral, funding, and
capital alongside counterparty risk. The xVA Challenge:
Counterparty Credit Risk, Funding, Collateral, and Capital provides
expert perspective and real-world guidance for today's
institutions.
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