Credit Risk Management for Derivatives

Name: Credit Risk Management for Derivatives
Brand: Springer Nature
SKU: 9783319579740
Availability: InStock

Credit Risk Management for Derivatives

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783319579740

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

This 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.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $44.99 - $44.99

BEST PRICE

Single Product Purchase

$44.99

@ Link.springer.com BUY Now

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$44.99	$44.99			$44.99		See Site	In stock	Visit Store