Titlebook: Credit Risk Management for Derivatives; Post-Crisis Metrics Ivan Zelenko Book 2017 The Editor(s) (if applicable) and The Author(s) 2017 KV

典型

,Über Karrierewege und gute Kinderstube,ounterparty’s default (CVA) and, symmetrically, the expected benefit of one’s own default (DVA). The Chapter presents formulae for the CVA and DVA metrics, with or without collateral posting, with or without credit risk on collateral posted. The Chapter presents formulae that relate the CVA and DVA

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The Editor(s) (if applicable) and The Author(s) 2017

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Ivan ZelenkoBrings peer-to-peer practical experience from the World Bank.Offers a practical and rigorous approach including organization and processes.Clearly and succinctly analyzes the changing landscape in der

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Book 2017mize 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 the

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Restating the Role of Collateral,hortcomings existing in the protection against default risk. The Chapter documents how regulation leaves flexibility in the practice of collateral re-use (or re-hypothecation) so as to help collateral “circulate” and remain available, and to help participants minimize its cost.

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,Luxuriöse Mode aus Deutschland,mework with the ambition to de-risk, stabilize and make derivatives markets transparent. Seven years through, with much of this agenda implemented, the chapter reviews the unfinished part, the unintended consequences and the new systemic threats.