Kontrahentenausfallrisiko und Kreditwertanpassung... von Gregory, Jon Gebunden-

Ursprünglicher Text
Counterparty Credit Risk and Credit Value Adjustment... by Gregory, Jon Hardback
FREE US DELIVERY | ISBN: 1118316673 | Quality Books
World of Books USA
(1194272)
Angemeldet als gewerblicher Verkäufer
US $96,50
Ca.EUR 82,58
Artikelzustand:
Neuwertig
Ganz entspannt. Rückgaben akzeptiert.
Versand:
Kostenlos USPS Ground Advantage®.
Standort: Florida, USA
Lieferung:
Lieferung zwischen Do, 11. Sep und Mi, 17. Sep nach 94104 bei heutigem Zahlungseingang
Liefertermine - wird in neuem Fenster oder Tab geöffnet berücksichtigen die Bearbeitungszeit des Verkäufers, die PLZ des Artikelstandorts und des Zielorts sowie den Annahmezeitpunkt und sind abhängig vom gewählten Versandservice und dem ZahlungseingangZahlungseingang - wird ein neuem Fenster oder Tab geöffnet. Insbesondere während saisonaler Spitzenzeiten können die Lieferzeiten abweichen.
Rücknahme:
30 Tage Rückgabe. Käufer zahlt Rückversand. Wenn Sie ein eBay-Versandetikett verwenden, werden die Kosten dafür von Ihrer Rückerstattung abgezogen.
Zahlungen:
   Diners Club 

Sicher einkaufen

eBay-Käuferschutz
Geld zurück, wenn etwas mit diesem Artikel nicht stimmt. Mehr erfahreneBay-Käuferschutz - wird in neuem Fenster oder Tab geöffnet

  • Gratis Rückversand im Inland
  • Punkte für jeden Kauf und Verkauf
  • Exklusive Plus-Deals
Der Verkäufer ist für dieses Angebot verantwortlich.
eBay-Artikelnr.:305654751559
Zuletzt aktualisiert am 28. Aug. 2025 16:59:02 MESZAlle Änderungen ansehenAlle Änderungen ansehen

Artikelmerkmale

Artikelzustand
Neuwertig: Buch, das wie neu aussieht, aber bereits gelesen wurde. Der Einband weist keine ...
ISBN
1118316673
EAN
9781118316672
Date of Publication
2012-10-15
Release Title
Counterparty Credit Risk and Credit Value Adjustment: A Contin...
Artist
Gregory, Jon
Brand
N/A
Colour
N/A
Book Title
Counterparty Credit Risk and Credit Value Adjustment: A Contin...
Kategorie

Über dieses Produkt

Product Identifiers

Publisher
Wiley & Sons, Incorporated, John
ISBN-10
1118316673
ISBN-13
9781118316672
eBay Product ID (ePID)
114162088

Product Key Features

Number of Pages
480 Pages
Language
English
Publication Name
Counterparty Credit Risk and Credit Value Adjustment : A Continuing Challenge for Global Financial Markets
Subject
Economic History, Finance / General
Publication Year
2012
Type
Textbook
Author
Jon Gregory
Subject Area
Business & Economics
Series
The Wiley Finance Ser.
Format
Hardcover

Dimensions

Item Height
1.3 in
Item Weight
34.4 Oz
Item Length
9.8 in
Item Width
6.8 in

Additional Product Features

Edition Number
2
Intended Audience
Scholarly & Professional
LCCN
2012-023249
Dewey Edition
23
Illustrated
Yes
Dewey Decimal
332.64/57
Synopsis
A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital. 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 counterparty risks. 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. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students., Failures of large financial institutions and sovereigns, leading to bankruptcies and dramatic bailouts have thrust counterparty credit risk heavily into the spotlight as the key element of financial risk management. The sudden realisation of extensive counterparty risks has severely compromised the balance sheets of banks globally, the health of global financial markets and state of the general economy. Understanding and managing counterparty risk and CVA (credit value adjustment) has become a key problem for all financial institutions. Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets, Second Edition explains the history of the subject and its emergence as the key financial risk during the global financial crisis. The basics of counterparty risk management, including aspects such as potential future exposure, netting and collateral, are defined. Banks and other financial institutions have been developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment. Wrong-way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and credit derivative products and regulatory capital for counterparty risk, including the recent Basel III requirements for CVA VAR is discussed. The implications of an institution valuing their own default via debt value adjustment (DVA) and funding costs (FVA) are also considered at length. The management of counterparty risk within an institution by a CVA desk is also discussed with the associated portfolio management and hedging of CVA described in full. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. The first edition of this book has become a standard reference on the subject of counterparty credit risk. 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. The book is unique in being practically focused but also covers the more technical aspects. It is an invaluable complete reference guide for any market practitioner, policy maker, academic or student with any responsibility or interest within the area of counterparty credit risk and CVA. The book has a supporting website, www.cvacentral.com, which contains spreadsheets, mathematical appendices and other supporting documentation, all of which are freely downloadable., 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.
LC Classification Number
HG6024.A3

Artikelbeschreibung des Verkäufers

Rechtliche Informationen des Verkäufers

Ich versichere, dass alle meine Verkaufsaktivitäten in Übereinstimmung mit allen geltenden Gesetzen und Vorschriften der EU erfolgen.
USt-IdNr.: GB 922696893
Info zu diesem Verkäufer

World of Books USA

88,3% positive Bewertungen5,2 Mio. Artikel verkauft

Mitglied seit Okt 2011
Antwortet meist innerhalb 1 Stunde
Angemeldet als gewerblicher Verkäufer
In 2002, World of Books Group was founded on an ethos to do good, protect the planet and support charities by enabling more goods to be reused. Since then, we've grown into to a global company ...
Mehr anzeigen
Shop besuchenKontakt

Detaillierte Verkäuferbewertungen

Durchschnitt in den letzten 12 Monaten
Genaue Beschreibung
4.5
Angemessene Versandkosten
5.0
Lieferzeit
4.5
Kommunikation
4.8

Verkäuferbewertungen (1.567.627)

Alle Bewertungen
Positiv
Neutral
Negativ
  • 4***7 (209)- Bewertung vom Käufer.
    Letzter Monat
    Bestätigter Kauf
    1st edition, 2nd impression edition of "The Drunken Forest," by Gerald Durrell is as pictured & described. Arrived quickly & safely! Got a great deal on it! Great communication! The book, with a protective mylar cover, was wrapped in bubble wrap, then wrapped in sturdy cardboard, then placed in a rugged bubble mailer! Fort Knox in a mailer! So hard to get an early edition of this classic! So happy to add to my growing collection of nature & science books! Thank you! !!Seller Highly Recommended!!
  • 6***6 (74)- Bewertung vom Käufer.
    Letzter Monat
    Bestätigter Kauf
    This delivery was earliest date! Condition, value, quality - all as described. (My mistake was not requiring the publishing date to be 1958. This was 1977.) This IS a Viking Portable Library copy of Dante's Divine Comedy in English, translated by Laurence Binyon, but it is with a cover DIFFERENT from what was shown. The tracking number was listed as from "UPS", but should have been listed as from "USPS." Contact with this seller alleviated tracking issues. I recommend this seller! Thank you!
  • p***a (187)- Bewertung vom Käufer.
    Letzter Monat
    Bestätigter Kauf
    I purchased two books from the same seller; both were accurately advertised in product write ups. Seller responded promptly and securely packaged both books for swift arrival. I am very happy with my purchase and highly recommend this seller.