Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users - Couverture rigide

Zelenko, Ivan

 
9783319579740: Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users
Couverture rigide
ISBN 10 : 3319579746 ISBN 13 : 9783319579740
Editeur : Palgrave Macmillan, 2017

Synopsis

This Palgrave Pivot assesses the impact of the regulatory framework for derivatives built post-crisis and examines its ambition to centralize and minimize credit risk, enhance transparency, and regain control. Zelenko delves into the powerful destabilizing forces exerted by derivatives markets in the global financial meltdown of 2008. Recapping the evolution in markets and counterparty risk management, as well as key aspects of regulation and their impact, this book aims to give readers the big picture and foster a deep understanding of the role of derivatives markets in the financial crisis. This practical angle will give useful keys to end-users and their risk managers, as they are faced with a new, complex, and changing environment. Additionally, this book conducts a comprehensive analysis of the new metrics the market has created to model, price, and manage credit risk, such as the Credit Value Adjustment (CVA), the Debt Value Adjustment (DVA), or the Funding Value Adjustment (FVA), and takes full stock of a domain that is still in rapid evolution. This volume covers the concepts, methods, and approaches taken by banks to manage counterparty credit risk in their derivatives activities in the new post-crisis market and regulatory environment, and it aims to highlight what is practical and effective today.

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À propos de l?auteur

Ivan Zelenko is Director of the Market and Counterparty Risk division of The World Bank, and he was previously Head of Derivatives and Structured Finance. He has published several books and articles on risk and capital markets.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Palgrave Macmillan
Date d'édition
2017
Langue
anglais
ISBN 10 
3319579746
ISBN 13 
9783319579740
Reliure
Relié
Numéro d'édition
1
Nombre de pages
182
Coordonnées du fabricant
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Allemagne

Autres éditions populaires du même titre

9783319862934: Credit Risk Management for Derivatives: Post-Crisis Metrics for End-Users

Edition présentée

ISBN 10 :  3319862936 ISBN 13 :  9783319862934
Editeur : Palgrave Macmillan, 2018
Couverture souple