The xVA Challenge: Counterparty Credit Risk, Funding. JON GREGORY is an independent expert specialising in counterparty risk and related aspects. He has worked on many aspects of credit risk in his career, being. 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.
Review of “Counterparty Credit Risk by Jon Gregory”
With the second edition Jon Gregory brings the reader right up to date. The Future of Counterparty Risk The implications of an institution valuing their own default via debt value adjustment DVA are also considered at length.
Rob Kaczmarek rated it really liked it Dec 25, Sagar marked it as to-read Dec 04, April 25, – April 26, We’re featuring millions of their reader ratings on our book pages to help you find your new favourite book. The concepts and examples are perfectly pitched to masters students, financial market participants, and regulators.
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The xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital, 3rd Edition
Home Contact Us Help Free delivery worldwide. The basics of counterparty risk management, including aspects such as potential future exposure, netting and collateral, are defined.
Finally, the design and benefits gregoory central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. In addition, the book addresses the design and benefits of central clearing, a recent development in attempts to control the rapid growth of counterparty risk. Investment Valuation Aswath Damodaran. Enter your mobile number or email address below and we’ll send you a link to download the free Kindle App.
Stockfish rated it it was amazing Mar 17, It also covers portfolio management and hedging of credit value adjustment, countetparty value adjustment, and wrong-way counterparty risks. Would you like to tell us about a lower price? This book is unique in being practically focused but also covering the more technical aspects.
I highly recommend this book to any intelligent layperson who seeks a better understanding of counterparty credit risk and its implications for public policy. I highly recommend this book to any intelligent layperson who seeks a better understanding of counterparty credit risk and its implications for public policy. Cfedit book is unique in being practically focused but also covers the more technical aspects.
Issam Esber marked it as to-read May 19, His book should be required reading for risk managers, senior banking executives, regulators, policy makers and scholars concerned about counterparty risk. Inhe was co-author of the book Credit: There are few valuable points in this book. The second edition has been completely re-written to cover the recent extensive changes in theory, market practice and regulation and the new topics of risk-free valuation, funding considerations and Basel III capital requirements.
He is amongst the few who can demystify the puzzle and this book is a key tool for bringing light into these dark matters.
The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Puneet Lamba rated it really liked it Sep 15, Since the collapse of Lehman Brothers and the 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.
Center for Risk Management Research
Looking for beautiful books? View table of contents. Understanding and managing counterparty risk and CVA credit value adjustment has become a key problem for all financial institutions.