Автор: Jon Gregory
Central Counterparties. Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives
Jon Gregory
Practical guidance toward handling the latest changes to the OTC derivatives market Central Counterparties is a practical guide to central clearing and bilateral margin requirements, from one of the industry's most influential credit...
The xVA Challenge. Counterparty Credit Risk, Funding, Collateral and Capital
Jon Gregory
A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners,...
Counterparty Credit Risk and Credit Value Adjustment. A Continuing Challenge for Global Financial Markets
Jon Gregory
A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated...
Counterparty Credit Risk. The new challenge for global financial markets
Jon Gregory
The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the...
