Handbook of XVA and Counterparty Risk

Name: Handbook of XVA and Counterparty Risk
ISBN: 9781119327691

For FRTB and FRTB-CVA

4/5

The book will address all aspects of portfolio simulation from a technical perspective.

It is intended as a hands-on guide for quants and software engineers who implement portfolio simulation models and will cover:Applications (including CVA/F.

First published: 2025
Publishers: Wiley & Sons· Incorporated· John
Language: English

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