Counterparty credit risk and credit value adjustment: a continuing challenge for global financial markets
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley
2012
|
| Ausgabe: | 2nd ed |
| Schriftenreihe: | Wiley finance
|
| Schlagworte: | |
| Online-Zugang: | FRO01 TUM01 UBR01 UBG01 Volltext |
| Beschreibung: | Revised edition of: Counterparty credit risk. c2010. - Includes index Includes bibliographical references and index A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner 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. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterpar |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9781118316641 1118316649 9781118316658 1118316657 9781118316665 1118316665 9781118673638 1118673638 1118316673 |
Internformat
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Datensatz im Suchindex
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| author | Gregory, Jon 1971- |
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/57 |
| dewey-search | 332.64/57 |
| dewey-sort | 3332.64 257 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 2nd ed |
| format | Electronic eBook |
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| spelling | Gregory, Jon 1971- Verfasser (DE-588)143657526 aut Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets Jon Gregory 2nd ed Hoboken, N.J. Wiley 2012 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Wiley finance Revised edition of: Counterparty credit risk. c2010. - Includes index Includes bibliographical references and index A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner 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. This book explains the emergence of counterparty risk and how financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterpar Derivative securities / Mathematical models BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities / Mathematical models fast Risk management fast Mathematisches Modell Wirtschaft Risk management Kreditgeschäft (DE-588)4134687-7 gnd rswk-swf Bank (DE-588)4004436-1 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf Electronic books Risikomanagement (DE-588)4121590-4 s Bank (DE-588)4004436-1 s Kreditgeschäft (DE-588)4134687-7 s 1\p DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 978-1-118-31667-2 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673638 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Gregory, Jon 1971- Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets Derivative securities / Mathematical models BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities / Mathematical models fast Risk management fast Mathematisches Modell Wirtschaft Risk management Kreditgeschäft (DE-588)4134687-7 gnd Bank (DE-588)4004436-1 gnd Risikomanagement (DE-588)4121590-4 gnd |
| subject_GND | (DE-588)4134687-7 (DE-588)4004436-1 (DE-588)4121590-4 |
| title | Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets |
| title_auth | Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets |
| title_exact_search | Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets |
| title_full | Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets Jon Gregory |
| title_fullStr | Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets Jon Gregory |
| title_full_unstemmed | Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets Jon Gregory |
| title_short | Counterparty credit risk and credit value adjustment |
| title_sort | counterparty credit risk and credit value adjustment a continuing challenge for global financial markets |
| title_sub | a continuing challenge for global financial markets |
| topic | Derivative securities / Mathematical models BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities / Mathematical models fast Risk management fast Mathematisches Modell Wirtschaft Risk management Kreditgeschäft (DE-588)4134687-7 gnd Bank (DE-588)4004436-1 gnd Risikomanagement (DE-588)4121590-4 gnd |
| topic_facet | Derivative securities / Mathematical models BUSINESS & ECONOMICS / Investments & Securities / General Risk management Mathematisches Modell Wirtschaft Kreditgeschäft Bank Risikomanagement |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118673638 |
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