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000796466 019__ $$a994302882$$a995287731
000796466 020__ $$a9783319579757$$q(electronic book)
000796466 020__ $$a3319579754$$q(electronic book)
000796466 020__ $$z9783319579740
000796466 020__ $$z3319579746
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000796466 050_4 $$aHG6024.A3
000796466 08204 $$a332.64/5$$223
000796466 1001_ $$aZelenko, Ivan,$$eauthor.
000796466 24510 $$aCredit risk management for derivatives :$$bpost-crisis metrics for end-users /$$cIvan Zelenko.
000796466 264_1 $$aCham, Switzerland :$$bPalgrave Macmillan$$c[2017].
000796466 264_4 $$c©2017
000796466 300__ $$a1 online resource.
000796466 336__ $$atext$$btxt$$2rdacontent
000796466 337__ $$acomputer$$bc$$2rdamedia
000796466 338__ $$aonline resource$$bcr$$2rdacarrier
000796466 504__ $$aIncludes bibliographical references and index.
000796466 5050_ $$a1. Reshaping Derivatives Markets: The Post-2008 Ambition -- 2. Outlining Counterparty Credit Risk Exposure -- 3. Restating the Role of Collateral -- 4. Adjusting for Credit and Debt Value: CVA and DVA -- 5. Expanding Valuation Metrics: FVA and KVA.
000796466 506__ $$aAccess limited to authorized users.
000796466 520__ $$aThis Palgrave Pivot assesses the impact of the regulatory framework for derivatives built post-crisis and examines its ambition to centralize and minimize credit risk, enhance transparency, and regain control. Zelenko delves into the powerful destabilizing forces exerted by derivatives markets in the global financial meltdown of 2008. Recapping the evolution in markets and counterparty risk management, as well as key aspects of regulation and their impact, this book aims to give readers the big picture and foster a deep understanding of the role of derivatives markets in the financial crisis. This practical angle will give useful keys to end-users and their risk managers, as they are faced with a new, complex, and changing environment. Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution. This volume covers the concepts, methods, and approaches taken by banks to manage counterparty credit risk in their derivatives activities in the new post-crisis market and regulatory environment, and it aims to highlight what is practical and effective today.--$$cProvided by publisher.
000796466 650_0 $$aFinance.
000796466 650_0 $$aBanks and banking.
000796466 650_0 $$aRisk management.
000796466 650_0 $$aMacroeconomics.
000796466 77608 $$iPrint version:$$z9783319579740$$z3319579746$$w(OCoLC)981117526
000796466 852__ $$bebk
000796466 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-57975-7$$zOnline Access$$91397441.1
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000796466 980__ $$aEBOOK
000796466 980__ $$aBIB
000796466 982__ $$aEbook
000796466 983__ $$aOnline
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