標題: Titlebook: Credit Risk Management for Derivatives; Post-Crisis Metrics Ivan Zelenko Book 2017 The Editor(s) (if applicable) and The Author(s) 2017 KV [打印本頁] 作者: TUMOR 時間: 2025-3-21 16:56
書目名稱Credit Risk Management for Derivatives影響因子(影響力)
書目名稱Credit Risk Management for Derivatives影響因子(影響力)學(xué)科排名
書目名稱Credit Risk Management for Derivatives網(wǎng)絡(luò)公開度
書目名稱Credit Risk Management for Derivatives網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Credit Risk Management for Derivatives被引頻次
書目名稱Credit Risk Management for Derivatives被引頻次學(xué)科排名
書目名稱Credit Risk Management for Derivatives年度引用
書目名稱Credit Risk Management for Derivatives年度引用學(xué)科排名
書目名稱Credit Risk Management for Derivatives讀者反饋
書目名稱Credit Risk Management for Derivatives讀者反饋學(xué)科排名
作者: 貪心 時間: 2025-3-21 21:02 作者: foliage 時間: 2025-3-22 00:49
Reshaping Derivatives Markets: The Post-2008 Ambition,and excess leverage to bring down the global financial system and cause the worst economic crisis since 1929. Among them were the opacity and complexity of OTC derivatives. At the G20, or through major reforms like those in the US and in the EU, world leaders posed the foundation of a new market fra作者: optional 時間: 2025-3-22 07:41
Outlining Counterparty Credit Risk Exposure,which the exposure is measured at the level of a “Netting Set” of contracts, can change sign over time, and tends to be mitigated by the periodic posting of collateral. The chapter reviews how the growing awareness of CCR, considerably amplified by the 2008 crisis, has led to the entire revision of 作者: Vo2-Max 時間: 2025-3-22 11:30 作者: 相容 時間: 2025-3-22 16:00 作者: 相容 時間: 2025-3-22 18:15 作者: Cpr951 時間: 2025-3-22 23:09
,Luxuri?se Mode aus Deutschland,and excess leverage to bring down the global financial system and cause the worst economic crisis since 1929. Among them were the opacity and complexity of OTC derivatives. At the G20, or through major reforms like those in the US and in the EU, world leaders posed the foundation of a new market fra作者: sphincter 時間: 2025-3-23 05:19 作者: 煞費苦心 時間: 2025-3-23 07:20
efault of a counterparty, and which has evolved into an art: selecting instruments—cash or securities—eligible as collateral, settling disputes, and minimizing costs. The liquidity risk stemming from the obligation to post collateral, or Margin Call Risk, has contributed to the collapse of several l作者: 典型 時間: 2025-3-23 12:15
,über Karrierewege und gute Kinderstube,ounterparty’s default (CVA) and, symmetrically, the expected benefit of one’s own default (DVA). The Chapter presents formulae for the CVA and DVA metrics, with or without collateral posting, with or without credit risk on collateral posted. The Chapter presents formulae that relate the CVA and DVA 作者: infatuation 時間: 2025-3-23 17:12 作者: 結(jié)果 時間: 2025-3-23 20:33 作者: 比目魚 時間: 2025-3-23 22:58
The Editor(s) (if applicable) and The Author(s) 2017作者: FOR 時間: 2025-3-24 05:41
Ivan ZelenkoBrings peer-to-peer practical experience from the World Bank.Offers a practical and rigorous approach including organization and processes.Clearly and succinctly analyzes the changing landscape in der作者: ciliary-body 時間: 2025-3-24 10:00
http://image.papertrans.cn/c/image/239641.jpg作者: 鑲嵌細工 時間: 2025-3-24 13:22
Book 2017mize 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 the作者: 新義 時間: 2025-3-24 15:33 作者: 謊言 時間: 2025-3-24 22:26
Restating the Role of Collateral,hortcomings existing in the protection against default risk. The Chapter documents how regulation leaves flexibility in the practice of collateral re-use (or re-hypothecation) so as to help collateral “circulate” and remain available, and to help participants minimize its cost.作者: –吃 時間: 2025-3-25 02:40
,Luxuri?se Mode aus Deutschland,mework with the ambition to de-risk, stabilize and make derivatives markets transparent. Seven years through, with much of this agenda implemented, the chapter reviews the unfinished part, the unintended consequences and the new systemic threats.作者: Fibrinogen 時間: 2025-3-25 06:01 作者: Orthodontics 時間: 2025-3-25 11:04 作者: 陶器 時間: 2025-3-25 14:33 作者: obtuse 時間: 2025-3-25 16:34 作者: Cytokines 時間: 2025-3-25 21:03
Reshaping Derivatives Markets: The Post-2008 Ambition,mework with the ambition to de-risk, stabilize and make derivatives markets transparent. Seven years through, with much of this agenda implemented, the chapter reviews the unfinished part, the unintended consequences and the new systemic threats.作者: 伸展 時間: 2025-3-26 04:00
Outlining Counterparty Credit Risk Exposure,pricing methodologies for derivatives:inclusion of?the Credit and Debt Value Adjustments, replacement of the Libor curve by the OIS curve (Overnight Index Swap) as the reference curve for discounting cash flows. The chapter then presents key metrics for measuring Counterparty Exposure and analyses the special case of Wrong-Way risk.作者: Analogy 時間: 2025-3-26 07:24
Adjusting for Credit and Debt Value: CVA and DVA,to the credit spreads of the two counterparties to a portfolio of derivatives. The last section provides a proof of these formulae in a canonic continuous-time, risk neutral derivative market framework.作者: visceral-fat 時間: 2025-3-26 09:18 作者: 不透明性 時間: 2025-3-26 16:07 作者: aggrieve 時間: 2025-3-26 20:35 作者: MAIM 時間: 2025-3-26 22:47 作者: Indent 時間: 2025-3-27 02:55 作者: 吞下 時間: 2025-3-27 08:04 作者: 平躺 時間: 2025-3-27 12:31 作者: 全等 時間: 2025-3-27 16:17
with environmental thoughts and methods in just one volume.S.The environmental field is deep and wide. In the flood of information, how can people understand the underlying causes of what they hear about the environment from newspapers and television? This book was originally published in Japanese, 作者: fluoroscopy 時間: 2025-3-27 21:25
