The xVA Challenge: Counterparty Credit Risk, Funding. Counterparty credit risk has become the key element of financial risk management, Dr Jon Gregory is a consultant specialising in the area of counterparty risk. Please note that this second edition of Counterparty Credit Risk and Credit Value Jon Gregory is an experienced practitioner in the area of financial risk.
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You are currently using the site but have requested a page in the site. Would you like to change to the site? Since the collapse of Lehman Brothers and the resultant realization of extensive counterparty risk across the global financial markets, the subject of counterparty risk has become an unavoidable issue for jn financial institution.
This book explains the emergence of counterparty risk and ckunterparty financial institutions are developing capabilities for valuing it. It also covers portfolio management and hedging of credit value adjustment, debit value adjustment, and wrong-way counterparty risks.
Counterparty Credit Risk: The new challenge for global financial markets
In addition, the book addresses the design and benefits of central clearing, a recent development in attempts to control the rapid growth of counterparty risk. This uniquely practical resource serves as an invaluable guide for market practitioners, policy makers, academics, and students. Gregorg Gregory is an experienced practitioner in the area of financial risk management. From to he worked in the Fixed Income division of Salomon Brothers.
From to he was with BNP Paribas and from until he was global head of credit analytics at Barclays Capital. Jon has published a number of papers and articles on risk management, credit derivatives and quantitative finance and is a regular speaker at international conferences. He was a co-author of the book Credit: A Complete Guide to Pricing, Hedging and Risk Managementnominated in for the Kulp-Wright award for the most significant text in risk management and insurance.
He is currently a partner at Solum Financial based in London and advises a number of banks on their counterparty risk and CVA practices.
Review of “Counterparty Credit Risk by Jon Gregory”
He holds a PhD from Cambridge University. Request permission to reuse content from this site.
Added to Your Shopping Riek. Description A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated version entitled The XVA Challenge: About the Author Jon Gregory is an experienced practitioner in the area of financial risk management. Permissions Request permission to reuse content from this site.
Series The Wiley Finance Series.