Zelenko, Ivan
Credit Risk Management for Derivatives
Table of contents
1. Reshaping Derivatives Markets: The Post-2008 Ambition
Ivan Zelenko
2. Outlining Counterparty Credit Risk Exposure
Ivan Zelenko
3. Restating the Role of Collateral
Ivan Zelenko
4. Adjusting for Credit and Debt Value: CVA and DVA
Ivan Zelenko
5. Expanding Valuation Metrics: FVA and KVA
Ivan Zelenko
Keywords: Finance, Risk Management, Banking, Macroeconomics/Monetary Economics//Financial Economics
- Author(s)
- Zelenko, Ivan
- Publisher
- Springer
- Publication year
- 2017
- Language
- en
- Edition
- 1
- Page amount
- 17 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783319579757
- Printed ISBN
- 978-3-319-57974-0
