The xVA challenge counterparty credit risk, funding, collateral, and capital, 3 edition
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The xVA challenge counterparty credit risk, funding, collateral, and capital, 3 edition
ChallengeCounterparty Credit Risk, Funding, Collateral and Capital□ ISThird EditionOVAJON GREGORY‘Xo IVA -WileyFor other titles in the Wiley Finance S The xVA challenge counterparty credit risk, funding, collateral, and capital, 3 editionSeries please see www.wilev.coin/hnance The xVA Challenge Counterparty Credit Risk, Funding, Collateral and Capita!Third EditionJon GregoryWiley1 his edition first published 2015© 2015 John Wiley & Sons. I .idI 'irst edition published 2009. second edition published 2012 by John Wiley & Sons. LtdRegi The xVA challenge counterparty credit risk, funding, collateral, and capital, 3 editionstered officeJohn Wiley & Sons Ltd. The Atrium. Southern Gale. Chichester. West Sussex PO19 8SQ. United KingdomI or details ol’ our global editorial oThe xVA challenge counterparty credit risk, funding, collateral, and capital, 3 edition
ilices, lor customer services and tor information about how lo apply lor permission lo reuse the copyright material in this b(X)k please see our websiChallengeCounterparty Credit Risk, Funding, Collateral and Capital□ ISThird EditionOVAJON GREGORY‘Xo IVA -WileyFor other titles in the Wiley Finance S The xVA challenge counterparty credit risk, funding, collateral, and capital, 3 edition by any means, electronic, mechanical, photocopying, recording or otherwise, except as permitted by the UK Copyright. Designs and Patents Aet 1988. without the prior permission of the publisher.Wiley publishes in a variety of print and electronic formats and by print-on-demand. Some material include The xVA challenge counterparty credit risk, funding, collateral, and capital, 3 editiond with standard print versions of this book may not be included in e-books or in print-on-demand. If this book refers to media such as a CD or DVD thaThe xVA challenge counterparty credit risk, funding, collateral, and capital, 3 edition
t is not included in the version you purchased, you may download this material at http://booksupport.wiley.com. l-br more information about Wiley prodChallengeCounterparty Credit Risk, Funding, Collateral and Capital□ ISThird EditionOVAJON GREGORY‘Xo IVA -WileyFor other titles in the Wiley Finance S The xVA challenge counterparty credit risk, funding, collateral, and capital, 3 editionmes used in this book arc trade names, service marks, trademarks or registered trademarks of their respective owners. The publisher is not associated with any product or vendor mentioned in this book.Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best effor The xVA challenge counterparty credit risk, funding, collateral, and capital, 3 editionts in preparing this book, they make no representations or warranties with respect to the accuracy or completeness of the contents of this book and spThe xVA challenge counterparty credit risk, funding, collateral, and capital, 3 edition
ecifically disclaim any implied warranties of merchantability or fitness for a particular purpose. It is sold on the understanding that the publisher ChallengeCounterparty Credit Risk, Funding, Collateral and Capital□ ISThird EditionOVAJON GREGORY‘Xo IVA -WileyFor other titles in the Wiley Finance S The xVA challenge counterparty credit risk, funding, collateral, and capital, 3 editional advice or other expert assistance is required, the services of a competent professional should be sought.Library of Congress Cataloging-in-Rnblication Data is availableA catalogue record for this book is available from the British Library.ISBN 978-1-119-10941-9 (hbk) ISBN 978-1-119-10943-3 (cbk)I The xVA challenge counterparty credit risk, funding, collateral, and capital, 3 editionSBN 978-1-119-10942-6 (ebk) ISBN 978-1-119-10944-0 (ebk)Cover design: Wiley(’over image: © Julia Kopacheva/shullerstockSet in 10/12pt rimes by SparksThe xVA challenge counterparty credit risk, funding, collateral, and capital, 3 edition
www.sparkspublishing.comPrinted in Great Britain by TJ International Ltd. Padstow. Cornwall, UKTo Sylvia. Mimsic. Stella. C ara. Eliza-Joy. Stevie, PeChallengeCounterparty Credit Risk, Funding, Collateral and Capital□ ISThird EditionOVAJON GREGORY‘Xo IVA -WileyFor other titles in the Wiley Finance SChallengeCounterparty Credit Risk, Funding, Collateral and Capital□ ISThird EditionOVAJON GREGORY‘Xo IVA -WileyFor other titles in the Wiley Finance SGọi ngay
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