{"product_id":"the-xva-challenge-jon-gregory-9781394354450","title":"The Xva Challenge","description":"\u003cp\u003e\u003cb\u003eThe definitive guide to counterparty risk and valuation adjustments, updated and revised\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eIn the newly revised fifth edition of \u003ci\u003eThe xVA Challenge\u003c\/i\u003e, veteran quantitative finance and counterparty credit risk expert Jon Gregory delivers an authoritative roadmap to navigating counterparty risk, funding, collateral, capital, and initial margin. He draws on his extensive experience as a former senior practitioner at Barclays Capital, BNP Paribas, and Citigroup to walk you through the most urgent challenges facing risk managers, traders, and derivatives practitioners right now.\u003c\/p\u003e \u003cp\u003eThe book explores the latest developments in xVA methodology and practice, guiding you through advanced compression tools for counterparty risk optimisation, detailed ColVA analysis with real-world examples, and the evolving mandate of xVA desks in volatile market conditions. It examines FRTB-CVA implementation challenges, current approaches to KVA and MVA in banking operations, and cutting-edge machine learning and algorithmic differentiation techniques.\u003c\/p\u003e \u003cp\u003eYou'll also find: \u003c\/p\u003e \u003cul\u003e \u003cli\u003eComprehensive coverage of all xVA components including CVA, DVA, FVA, ColVA, KVA, and MVA with practical implementation guidance\u003c\/li\u003e \u003cli\u003eDetailed analyses of FRTB-CVA regulatory requirements and SA-CVA model development for regulatory approval\u003c\/li\u003e \u003cli\u003eAdvanced compression techniques and optimization strategies for managing counterparty risk and xVA exposure\u003c\/li\u003e \u003cli\u003eReal-world case studies and examples demonstrating ColVA applications and xVA desk operations during market volatility\u003c\/li\u003e \u003cli\u003eState-of-the-art computational methods including machine learning approaches and algorithmic differentiation for enhanced calculation efficiency\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003ePerfect for risk managers, traders, derivatives practitioners, and financial regulators, \u003ci\u003eThe xVA Challenge, Fifth Edition, \u003c\/i\u003e offers essential updates and practical tools that contemporary finance professionals need to effectively implement xVA frameworks, optimise counterparty risk management, and navigate an increasingly fraught regulatory landscape.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Jon Gregory\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1394354452\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781394354450\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 08\/17\/2026\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 728\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover","brand":"Jon Gregory","offers":[{"title":"Hardcover","offer_id":48437645803775,"sku":"9781394354450","price":95.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_5fc34ecc-81b9-476c-9ff2-f27e8f5da3f9.jpg?v=1777163129","url":"https:\/\/www.whiterainbookhouse.com\/products\/the-xva-challenge-jon-gregory-9781394354450","provider":"WR Book House","version":"1.0","type":"link"}