{"product_id":"xva-andrew-green-9781118556788","title":"Xva: Credit, Funding and Capital Valuation Adjustments","description":"\u003cp\u003e\u003cb\u003eThorough, accessible coverage of the key issues in XVA\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eXVA - Credit, Funding and Capital Valuation Adjustments\u003c\/i\u003e 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 of XVA, discussing in detail the very latest developments in valuation adjustments including the impact of regulatory capital and margin requirements arising from CCPs and bilateral initial margin.\u003c\/p\u003e \u003cp\u003eThe book presents a unified approach to modelling valuation adjustments including credit risk, funding and regulatory effects. The practical implementation of XVA models using Monte Carlo techniques is also central to the book. You'll also find thorough coverage of how XVA sensitivities can be accurately measured, the technological challenges presented by XVA, the use of grid computing on CPU and GPU platforms, the management of data, and how the regulatory framework introduced under Basel III presents massive implications for the finance industry.\u003c\/p\u003e \u003cul\u003e \u003cli\u003eExplores how XVA models have developed in the aftermath of the credit crisis\u003c\/li\u003e \u003cli\u003eThe only text to focus on the XVA adjustments rather than the broader topic of counterparty risk.\u003c\/li\u003e \u003cli\u003eCovers regulatory change since the credit crisis including Basel III and the impact regulation has had on the pricing of derivatives. \u003c\/li\u003e \u003cli\u003eCovers the very latest valuation adjustments, KVA and MVA.\u003c\/li\u003e \u003cli\u003eThe author is a regular speaker and trainer at industry events, including WBS training, Marcus Evans, ICBI, Infoline and RISK\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eIf you're a quantitative analyst, trader, banking manager, risk manager, finance and audit professional, academic or student looking to expand your knowledge of XVA, this book has you covered.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Andrew Green\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 111855678X\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781118556788\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 12\/24\/2015\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 544\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.35lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.80h x 6.90w x 1.30d","brand":"Andrew Green","offers":[{"title":"Hardcover","offer_id":44120888377599,"sku":"9781118556788","price":100.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_b793d87b-0d71-4f1c-91fa-40efcae03f9b.jpg?v=1687416848","url":"https:\/\/www.whiterainbookhouse.com\/products\/xva-andrew-green-9781118556788","provider":"WR Book House","version":"1.0","type":"link"}