MARC details
| 000 -LEADER |
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| fixed length control field |
06481cam a2200685 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20250919213643.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
171212s2015 enk o 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2015-030460 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781119109433 (pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1119109434 (pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781119109426 (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1119109426 (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9781119109419 (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781119109440 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1119109442 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| Canceled/invalid ISBN |
1119109418 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
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| OCLC library identifier |
GBVCP |
| System control number |
856576425 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
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| OCLC library identifier |
DEBBG |
| System control number |
BV043625959 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
|---|
| OCLC library identifier |
DEBSZ |
| System control number |
461172461 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) |
|---|
| OCLC library identifier |
DEBBG |
| System control number |
BV043399085 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)915775214 |
| Canceled/invalid control number |
(OCoLC)922562760 |
| -- |
(OCoLC)927509768 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)ocn915775214 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
201905030944 |
| Level of effort used to assign nonsubject heading access points |
hayat |
| Level of effort used to assign subject headings |
201901141121 |
| Level of effort used to assign classification |
emilda |
| Level of effort used to assign subject headings |
201812280914 |
| Level of effort used to assign classification |
emilda |
| y |
12-12-2017 |
| z |
hafiz |
| w |
MYUKM (1).mrc |
| x |
715 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
OCLCF |
| -- |
NST |
| -- |
IDEBK |
| -- |
YDXCP |
| -- |
DG1 |
| -- |
EBLCP |
| -- |
CDX |
| -- |
DEBSZ |
| -- |
DEBBG |
| -- |
KSU |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 049 ## - LOCAL HOLDINGS (OCLC) |
|---|
| Holding library |
MAIN |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG6024.A3 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
BUS |
| Subject category code subdivision |
027000 |
| Source |
bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.64/57 |
| Edition information |
23 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
ebook |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Gregory, Jon, |
| Dates associated with a name |
1971- |
| 240 10 - UNIFORM TITLE |
|---|
| Uniform title |
Counterparty credit risk and credit value adjustment. |
| 245 14 - TITLE STATEMENT |
|---|
| Title |
The xVA challenge : |
| Remainder of title |
counterparty credit risk, funding, collateral, and capital / |
| Statement of responsibility, etc. |
Jon Gregory. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
Third edition. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Chichester, West Sussex, UK : |
| Name of producer, publisher, distributor, manufacturer |
John Wiley & Sons, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Source |
rdacarrier |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
The Wiley finance series |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Revised edition of the author's Counterparty credit risk and credit value adjustment, 2012. |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Includes index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
'A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on practical methods, this informative guide includes discussion around the latest regulatory requirements, market practice, and academic thinking. Beginning with a look at the emergence of counterparty risk during the recent global financial crisis, the discussion delves into the quantification of firm-wide credit exposure and risk mitigation methods, such as netting and collateral. It also discusses thoroughly the xVA terms, notably CVA, DVA, FVA, ColVA, and KVA and their interactions and overlaps. The discussion of other aspects such as wrong-way risks, hedging, stress testing, and xVA management within a financial institution are covered. The extensive coverage and detailed treatment of what has become an urgent topic makes this book an invaluable reference for any practitioner, policy maker, or student. Counterparty credit risk and related aspects such as funding, collateral, and capital have become key issues in recent years, now generally characterized by the term'xVA'. This book provides practical, in-depth guidance toward all aspects of xVA management. Market practice around counterparty credit risk and credit and debit value adjustment (CVA and DVA) The latest regulatory developments including Basel III capital requirements, central clearing, and mandatory collateral requirements The impact of accounting requirements such as IFRS 13 Recent thinking on the applications of funding, collateral, and capital adjustments (FVA, ColVA and KVA) The sudden realization of extensive counterparty risks has severely compromised the health of global financial markets. It's now a major point of action for all financial institutions, which have realized the growing importance of consistent treatment of collateral, funding, and capital alongside counterparty risk. The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital provides expert perspective and real-world guidance for today's institutions'-- |
| Assigning source |
Provided by publisher. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
'This book explains the emergence of counterparty risk during the recent credit crisis. The quantification of firm-wide credit exposure for trading desks and businesses is discussed alongside risk mitigation methods such as netting and collateral management (margining) and central counterparties. Banks and other financial institutions have been recently developing their capabilities for pricing counterparty risk and these elements are considered in detail via a characterisation of credit value adjustment (CVA). The implications of an institution valuing their own default via debt value adjustment (DVA) and funding costs (FVA) are also considered at length. Portfolio management and hedging of CVA are described in full. Wrong--way counterparty risks are addressed in detail in relation to interest rate, foreign exchange, commodity and credit derivative products. Regulatory capital for counterparty risk, including the recent Basel III requirements for CVA VAR is discussed. The management of counterparty risk within an institution by a'CVA desk' is also discussed in detail. Finally, the design and benefits of central clearing, a recent development to attempt to control the rapid growth of counterparty risk, is considered. Hedging aspects, together with the associated instruments such as credit defaults swaps (CDSs) and contingent CDS (CCDS) are described in full. This book is unique in being practically focused but also covering the more technical aspects. It is an invaluable complete reference guide for any market practitioner, policy maker, academic or student with any responsibility or interest within the area of counterparty credit risk and CVA'-- |
| Assigning source |
Provided by publisher. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Description based on print version record and CIP data provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Derivative securities |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Risk management. |
| 655 #4 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Wiley e-books. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Print version: |
| Main entry heading |
Gregory, Jon, 1971- |
| Title |
XVA challenge |
| Edition |
Third edition. |
| Place, publisher, and date of publication |
Hoboken : Wiley, 2015 |
| International Standard Book Number |
9781119109419 |
| Record control number |
(DLC) 2015024069 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9781119109440">https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9781119109440</a> |
| Public note |
Wiley Online Library |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b16544511 |
| b |
2022-10-25 |
| c |
2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
AM |
| Suppress in OPAC |
No |
| Call number prefix |
ebook |
| 914 ## - VTLS Number |
|---|
| VTLS Number |
vtls003629385 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Library |
|
| Operator's initials, OID (RLIN) |
2017-12-12 |
| Cataloger's initials, CIN (RLIN) |
m |
| Material Type (Sierra) |
E-Book |
| Language |
English |
| Country |
|
| -- |
0 |
| -- |
.b16544511 |
