XVA Desks — A New Era for Risk Management

Table of Contents

1. Altmetric Badge
   Book Overview
2. Altmetric Badge
   Chapter 1 The Banking Industry, OTC Derivatives and the New XVA Challenge
3. Altmetric Badge
   Chapter 2 The Roots of Counterparty Credit Risk
4. Altmetric Badge
   Chapter 3 Exposure Measurement for Uncollateralised Portfolios
5. Altmetric Badge
   Chapter 4 Exposure Measurement for Collateralised Portfolios
6. Altmetric Badge
   Chapter 5 Exposure Allocation
7. Altmetric Badge
   Chapter 6 Proxies for Exposure Measurement
8. Altmetric Badge
   Chapter 7 Default Probability, Loss Given Default, and Credit Portfolio Models
9. Altmetric Badge
   Chapter 8 Pricing Counterparty Credit Risk
10. Altmetric Badge
    Chapter 9 Regulatory Capital
11. Altmetric Badge
    Chapter 10 Right and Wrong Way Risk
12. Altmetric Badge
    Chapter 11 CVA Desk, a Bilateral Dance
13. Altmetric Badge
    Chapter 12 FVA Desk, the Effect of Funding
14. Altmetric Badge
    Chapter 13 Calculating and Managing FVA
15. Altmetric Badge
    Chapter 14 KVA Desk, Capital Management, and RAROC
16. Altmetric Badge
    Chapter 15 XVA Desks: A New Era for Risk Management
17. Altmetric Badge
    Chapter 16 Model Risk Management
18. Altmetric Badge
    Chapter 17 Backtesting Risk Models
19. Altmetric Badge
    Chapter 18 Systems and Project Management
20. Altmetric Badge
    Chapter 19 Central Clearing and the Future of Derivatives