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XVA Desks - A New Era for Risk Management

Language EnglishEnglish
Book Paperback
Book XVA Desks - A New Era for Risk Management I. Ruiz
Libristo code: 12047858
Publishers Springer Palgrave Macmillan, January 2014
Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide... Full description
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Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.

About the book

Full name XVA Desks - A New Era for Risk Management
Author I. Ruiz
Language English
Binding Book - Paperback
Date of issue 2014
Number of pages 407
EAN 9781349686223
ISBN 1349686220
Libristo code 12047858
Dimensions 189 x 246
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