"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...

"In 2007, a so-called credit crisis began. This crisis eventually became more severe and long-lasting than could have ever been anticipated. One result of the "global financial crisis" was a clear realisation that banks needed to be subject to much stricter regulation and conservative...

Intro -- Series -- Title page -- Copyright -- Dedication -- Lists of Spreadsheets -- Lists of Appendices -- Acknowledgements -- About the Author -- 1 Introduction -- 2 The Global Financial Crisis -- 2.1 Pre-crisis -- 2.2 The crisis -- 2.3 Regulatory reform -- 2.4 Backlash and criticisms -- 2.5 A...