The xVA challenge [electronic resource] : counterparty risk, funding, collateral, capital and initial margin / Jon Gregory.
"In 2007, a so-called credit crisis began. This crisis eventually became more severe and long-lasting than could have ever been anticipated. One result of the "global financial crisis" was a clear realisation that banks needed to be subject to much stricter regulation and conservative requirements o...
Main Author: | |
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Language: | English |
Published: |
Chichester, West Sussex, United Kingdom :
Wiley,
2020.
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Edition: | Fourth edition. |
Subjects: | |
Online Access: | |
Variant Title: |
The xVA challenge: counterparty risk, funding, collateral, capital and initial margin |
Format: | Electronic eBook |
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