Wiley - The xVA Challenge 5th Edition - 2026 [EN]

EPUB

"The xVA Challenge by Jon Gregory" is a Unknown title in English, distributed as a EPUB file (23.1 MB). Written by Jon Gregory. The book spans approximately 930 pages with 295,191 words. Table 9.7 Example initial margins for two interest rate swaps (three‐ and seve... Table 9.9 Example initial margins (five‐day VAR) calculations with historical ... Table 18.3 Example estimates of credit spread using proxy regression based on ... Table 18.4 Example estimates of credit spread using proxy regression. Table 18.5 Example credit curve with negative hazard rates (calibrated with an... Figure 2.9 Illustration of a bank trading an interest rate swap (receive fixed...

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Vault Specifications

release.meta

CategoryBooks

LanguageEnglish (EN)

GenreOperational Risk

QualityEPUB

Size23.1 MB

Pages930

ArchivedSep 10, 2026

Synopsis

Table 9.7 Example initial margins for two interest rate swaps (three‐ and seve... Table 9.9 Example initial margins (five‐day VAR) calculations with historical ... Table 18.3 Example estimates of credit spread using proxy regression based on ... Table 18.4 Example estimates of credit spread using proxy regression. Table 18.5 Example credit curve with negative hazard rates (calibrated with an... Figure 2.9 Illustration of a bank trading an interest rate swap (receive fixed...