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