Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (Hardcover)

Earn 2% in Rewards on this order
FREE with Club O Silver.

Rewards

SILVER

FREE

2% Rewards

Keep shopping on Overstock

Exclusive Offers

Straight to your inbox

5% Dining Rewards

Get paid to go out tonight

GOLD

$19.95/yr.

5% Rewards

Earn even faster

Exclusive Offers

Straight to your inbox

5% Dining Rewards

Get paid to go out tonight

Free Shipping

Never pay extra

Exclusive Rewards

Save big-- up to 40%

Today: $65.90
High Sellout Risk
Free Shipping*
ITEM# 14171387
  • Delivery Estimate

    Select a Product Option to view shipping

    • Product Alerts

      Stay in the know! Choose which alerts you’d like to receive on this product.

    Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (Hardcover)
    CHOOSE A LIST
    • Wishlists
    • Save for Later

    Details

    ITEM#: 14171387

    Jon Gregory is an experienced practitioner in the area of financial risk management. From 1995 to 1997 he worked in the Fixed Income division of Salomon Brothers. From 1997 to 2005 he was with BNP Paribas and from 2005 until 2008 he was global head of credit analytics at Barclays Capital. Jon has published a number of papers and articles on risk management, credit derivatives and quantitative finance and is a regular speaker at international conferences. He was a co-author of the book Credit: A Complete Guide to Pricing, Hedging and Risk Management, nominated in 2001 for the Kulp-Wright award for the most significant text in risk management and insurance. He is currently a partner at Solum Financial based in London and advises a number of banks on their counterparty risk and CVA practices. He holds a PhD from Cambridge University.

    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 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.

    Specs

    ISBN 9781118316672
    Genre BUSINESS & ECONOMICS / Finance
    Format Hardcover
    Pages 457
    Publisher Date 2012-11-20 00:00:00.0
    Publisher John Wiley & Sons Inc
    Copyright Year 2012
    Height 10.0 in
    Wdth 7.0 in
    Thickness 1.25 in
    Unit weight 1.92 lb
    Language English
    Subtitle A Continuing Challenge for Global Financial Markets
    Series Name Wiley Finance
    Edition Number 2
    Audience General/trade
    Authors Gregory, Jon

    Product Reviews

    Questions & Answers

    Yay! Be the first to ask a question about this product.
    Get your product questions answered right here.
    Guidelines

    Shopping Tips & Inspiration

    Shipping & Returns

    Shipping:

    This item will be delivered to you via USPS Trackable Media Mail or UPS Mail Innovations and will take from 2 days to 3 weeks from the time the item leaves our warehouse. *

    Standard Return Policy:

    Items must be returned in new or unused condition and contain all original materials included with the shipment. More Details

    FINAL SALE EXCLUSION: Items marked as FINAL SALE are not returnable unless the problem you experience is the result of our error.

    * For your protection, all orders are screened for security purposes. If your order is selected for review, our Loss Prevention Team may contact you by phone or email. There may be a two business day delay to process your order.

    ** Most Oversize orders are delivered within 1-4 weeks. Some orders may take 6 weeks to be delivered.