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Zelenko, Ivan

Credit Risk Management for Derivatives

Zelenko, Ivan - Credit Risk Management for Derivatives, ebook

64,95€

Ebook, PDF with Adobe DRM
ISBN: 9783319579757
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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)
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Category
Economy
Format
Ebook
eISBN (PDF)
9783319579757
Printed ISBN
978-3-319-57974-0

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