Xva: Credit, Funding and Capital Valuation Adjustments

by Andrew Green

Thorough, accessible coverage of the key issues in XVA XVA - Credit, Funding and Capital Valuation Adjustments provides specialists and non-specialists alike with an up-to-date and comprehensive treatment of Credit, Debit, Funding, Capital and Margin Valuation Adjustment (CVA, DVA, FVA, KVA and MVA), including modelling frameworks as well as broader IT engineering challenges. Written by an industry expert, this book navigates you through the complexities...

• Format: Hardcover
• Language: English
• ISBN: 111855678X
• ISBN13: 9781118556788
• Release Date: December 2015
• Publisher: Wiley
• Length: 544 Pages
• Weight: 2.35 lbs.
• Dimensions: 1.3" x 6.9" x 9.8"