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XVA: Credit, Funding and Capital Valuation Adjustments Andrew Green
Publisher: Wiley

Amazon.in - Buy Xva: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) book online at best prices in India on Amazon.in. XVA: Credit, Funding and Capital Valuation Adjustments: Andrew Green: 9781118556788: Books - Amazon.ca. Thorough, accessible coverage of the key issues in XVAXVA ? Thorough, accessible coverage of the key issues in XVA. And the nature of trades need to be adapted to these valuation adjustments. Counterparty credit risk and related aspects such as funding, collateral, and counterparty credit risk and credit and debit value adjustment (CVA and DVA) applications of funding, collateral, and capital adjustments (FVA, ColVA and KVA) . Buy XVA: Credit, Funding and Capital Valuation Adjustments (The Wiley Finance Series) by Andrew Green (ISBN: 9781118556788) from Amazon's Book Store. Joining Lloyds, he established and headed a CVA Quant team at Barclays Capital. Ing includes valuation adjustments collectively known as XVA (at least credit, funding, capital and tax), so management must also include XVA. Banks must manage their trading books, not just value them. This new book seeks to navigate the reader through the complexities of CVA, DVA and FVA. Landmarks in XVA: From Counterparty Risk to Funding Costs and Capital. Finance book, XVA: Credit, Funding and Capital Valuation Adjustments.