Credit Risk Management for Derivatives [[electronic resource] ] : Post-Crisis Metrics for End-Users / / by Ivan Zelenko
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| Autore: |
Zelenko Ivan
|
| Titolo: |
Credit Risk Management for Derivatives [[electronic resource] ] : Post-Crisis Metrics for End-Users / / by Ivan Zelenko
|
| Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
| Edizione: | 1st ed. 2017. |
| Descrizione fisica: | 1 online resource (XVII, 165 p. 41 illus.) |
| Disciplina: | 332 |
| Soggetto topico: | Risk management |
| Banks and banking | |
| Macroeconomics | |
| Risk Management | |
| Banking | |
| Macroeconomics/Monetary Economics//Financial Economics | |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Credit Risk Management for Derivatives |
| ISBN: | 3-319-57975-4 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910255024503321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |