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The xVA Challenge: Counterparty Credit Risk, Funding. Counterparty credit risk has become the key element of financial risk management, Dr Jon Gregory is a consultant specialising in the area of counterparty risk. Please note that this second edition of Counterparty Credit Risk and Credit Value Jon Gregory is an experienced practitioner in the area of financial risk.

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Xiaoming wang rated it it was amazing Dec 01, It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks. His exposition is clear and accessible, which is remarkable given the complexity of the topic. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students. As in his previous volume, he provides a solid exposition of the conceptual and institutional aspects of this complex form of risk.

His book should be required reading for risk managers, senior banking executives, regulators, policy makers and scholars concerned about counterparty risk. Aditya marked it as to-read Oct 29, Table of contents Acknowledgements.

I highly recommend this book to any intelligent layperson who counteeparty a better understanding of counterparty credit risk and its implications for public policy. No trivia or quizzes yet. Power added it Jul 29, Jian Wang rated it it was amazing Feb 26, Hardcoverpages.

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C Mathematical treatment of a collateralised exposure. Imanuvel marked it as to-read Apr 12, The sudden realisation of extensive counterparty risks has severely compromised the health of global financial markets.

Center for Risk Management Research

Saeed rated it liked it Dec 26, Permissions Request permission to reuse content countegparty this site. Stockfish rated it it was amazing Mar 17, Added to Your Shopping Cart. Santoshosu rated it really liked it Jan 07, We use cookies to ensure that we give you the best experience on our website. A EE of independent normal variables. Understanding and managing counterparty risk gfegory CVA credit value adjustment has become a key problem for all financial institutions. You are currently using the site but have requested a page in the site.

This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students. Alternative Investments Mark J.

You are currently using the site but have grregory a page in the site. A Complete Guide to Pricing, Hedging and Risk Management, nominated in for the Kulp-Wright award for the most significant text in risk management and insurance.

This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students.

Book Description A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Since the collapse of Lehman Brothers and countegparty resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for every financial institution.

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Order this book today from amazon. The management of counterparty risk within an institution is also discussed in detail. Would you like to change to the site? The new challenge for global financial markets. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. He is amongst the few who can demystify the puzzle and this book is a key tool for bringing light into these dark matters.

Counterparty Credit Risk and Credit Value Adjustment : Jon Gregory :

This new edition of his definitive treatment of the subject, fully updated and counterpartyy, will remain the go-to source on counterparty risk management and counterarty. Cathy J marked it as to-read Aug 01, Much of the material has been rewritten or expanded. Camille Puchercos rated it really liked it Nov 07, Richard Pritz is currently reading it May 04, The book will continue to be essential reading for anyone who works in derivatives. Damodaran on Valuation Aswath Damodaran.