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Collateral management : a guide to mitigating counterparty risk
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ISBN: 1119377129 111937717X 1119377102 Year: 2019 Publisher: Hoboken, NJ : Wiley,

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Insight into collateral management and its increasing relevance in modern banking In the wake of recent financial crises, firms of all sizes have adjusted their policies to incorporate more frequent instances of collateral management. Collateral Management: A Guide to Mitigating Counterparty Risk explains the connection between the need for collateral management in order to alleviate counterparty risk and the actions that firms must take to achieve it. Targeted at middle and back office managers seeking a hands-on explanation of the specifics of collateral management, this book offers a thorough treatment of the subject and attends to details such as internal record management, daily procedures used in making and receiving collateral calls, and settlement-related issues that affect the movements of cash and securities collateral. An expert in financial topics ranging from trade lifecycle to operational risk, author Michael Simmons offers readers insight into a field that, so far, is struggling to produce enough expertise to meet its high demand. Presents hands-on advice and examples from a bestselling, internationally renowned author who introduces his third book on operations and operations-related activities Explains the relationship between collateral management and preventing institutional defaults, such as the recent Lehman Brothers downfall Since 2008, firms have recognized and embraced the importance of collateral management, but this book will provide practitioners with a deeper understanding and appreciation of its relevance.


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XVA desks: a new era for risk management : understanding, building and managing counterparty, funding and capital risk
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ISBN: 9781137448200 1137448202 Year: 2015 Publisher: Basingstoke Palgrave Macmillan

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Written by a practitioner with years working in CVA, FVA and DVA this is a thorough, practical guide to a topic at the very core of the derivatives industry. It takes readers through all aspects of counterparty credit risk management and the business cycle of CVA, DVA and FVA, focusing on risk management, pricing considerations and implementation.


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The art of credit derivatives : demystifying the black swan
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ISBN: 1119206626 1283371804 9786613371805 0470687193 Year: 2010 Publisher: Chichester, West Sussex : Wiley,

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Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has never been greater. The Art of Credit Derivatives shows practitioners how to put a framework in place which will support the securitization activity. By showing the models that support this activity and linking them with very practical examples, the aut


Book
Unregulated markets : how regulatory reform will shine a light in the financial sector : hearing before the Joint Economic Committee, Congress of the United States, One Hundred Eleventh Congress, first session, December 2, 2009.
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Year: 2010 Publisher: Washington : U.S. G.P.O.,

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Credit Default Swaps : Handelsstrategien, Bewertung und Regulierung
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ISBN: 3527815872 Year: 2019 Publisher: Wiesbaden, Germany : Wiley,

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Quantitative credit portfolio management : practical innovations for measuring and controlling liquidity, spread, and issuer concentration risk
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ISBN: 1118167422 111920285X 1283337517 9786613337511 1118167368 Year: 2012 Publisher: Hoboken, NJ : Wiley,

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An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of cre


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Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives
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ISBN: 1118891570 1118891562 Year: 2014 Publisher: West Sussex, England : John Wiley & Sons, Inc.,

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Practical guidance toward handling the latest changes to the OTC derivatives market Central Counterparties is a practical guide to central clearing and bilateral margin requirements, from one of the industry's most influential credit practitioners. With up-to-date information on the latest regulations imposed after the global financial crisis, this book covers the mechanics of the clearing process and analyses the resulting consequences. Detailed discussion explains the ways in which the very significant clearing and margining rules will affect the OTC derivatives market and the financial mark


Book
Credit risk frontiers : subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity
Authors: --- ---
ISBN: 1283025094 1118531833 9786613025098 0470879238 Year: 2011 Publisher: Hoboken, N.J. : Wiley,

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A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis. It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit


Book
Unregulated markets : how regulatory reform will shine a light in the financial sector : hearing before the Joint Economic Committee, Congress of the United States, One Hundred Eleventh Congress, first session, December 2, 2009.
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Year: 2010 Publisher: Washington : U.S. G.P.O.,

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Sûretés et garanties au Grand-Duché de Luxembourg
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ISBN: 2879980992 2879980151 Year: 2019 Publisher: Windhof : Promoculture Larcier,

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