{"title":"Valuation","description":"\u003cp\u003eProducts tagged with \"Valuation\"\u003c\/p\u003e","products":[{"product_id":"landmarks-in-xva-from-counterparty-risk-to-funding-costs-and-capital1","title":"Landmarks in XVA","description":"\u003cp\u003e\u003cspan style=\"font-size: 14px;\"\u003eThe new challenges of FVA, DVA and CVA means that trading behaviour and the nature of trades need to be adapted to these valuation adjustments. Editors Chris Kenyon and Andrew Green gather together classic papers on these controversial pricing adjustments, from the seminal work by Hull and White on FVA to the latest developments with MVA and pricing, empowering you to become familiar with the evolving debate. These perennial pieces are placed beside newer work on regulation and accounting, providing access to the most traditional \u003c\/span\u003e\u003cem style=\"font-size: 14px;\"\u003eand\u003c\/em\u003e\u003cspan style=\"font-size: 14px;\"\u003e the most cutting-edge work in this area in one volume.\u003c\/span\u003e\u003c\/p\u003e","brand":"Risk Books","offers":[{"title":"Default Title","offer_id":51232493863254,"sku":"9781782722557","price":85.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0904\/4433\/3398\/files\/li_xva-2d-crop-616pix.png?v=1751977285"},{"product_id":"managing-and-measuring-capital-for-banks-and-financial-institutions-1","title":"Managing and Measuring Capital","description":"\u003cp\u003e\u003cspan style=\"font-size: 14px;\"\u003eThis book edited by industry expert Michael Ong explores how capital is measured and managed by banks and other financial institutions and how current techniques should be improved to address the issues highlighted in the recent crisis.\u003c\/span\u003e\u003c\/p\u003e\r\n\u003cdiv class=\"std\"\u003e\r\n\u003cp\u003eThe first part covers the issues of capital management, allocation, risk attribution and performance determination. The second part focuses on the measurement of capital. The book is essential for all who witnessed the devastating effects of the crisis, due fundamentally to undercapitalisation.\u003c\/p\u003e\r\n\u003cp\u003e\u003cem\u003e\"...covers all key features of the post-crisis regulatory and risk-management scenario...\"\u003c\/em\u003e\u003c\/p\u003e\r\n\u003cp\u003e\u003cem\u003eAndrea Resti,\u003c\/em\u003e Bocconi University\u003c\/p\u003e\r\n\u003cp\u003e\u003cem\u003e\"...The book comes out at an opportune moment to refocus our attention to the basic concepts of economic and regulatory capital.\"\u003c\/em\u003e\u003c\/p\u003e\r\n\u003cp\u003e\u003cem\u003eAshish Dev\u003c\/em\u003e, Managing Director, JP Morgan Chase\u003c\/p\u003e\r\n\u003c\/div\u003e","brand":"Risk Books","offers":[{"title":"Default Title","offer_id":50769957421398,"sku":"9781906348458","price":145.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0904\/4433\/3398\/files\/managing-interest-rate-risk-2d-crop-616-pixels.png?v=1751977343"},{"product_id":"managing-illiquid-assets-perspectives-and-challenges-1","title":"Managing Illiquid Assets","description":"\u003cp\u003eIlliquid assets constitute a challenging asset class with regards to their valuations and ongoing management. The significant and explicit emphasis put on the management and control of liquidity under the new and evolving regulatory regimes such as Basel III is a further testimony of this challenge.\u003c\/p\u003e\r\n\u003cdiv class=\"std\"\u003e\r\n\u003cp\u003e\u003cbr\u003eIn \u003cem\u003eManaging Illiquid Assets: Perspectives and Challenges\u003c\/em\u003e the perspectives of experts and practitioners are brought together on managing these high-risk, and frequently complex, financial assets.\u003c\/p\u003e\r\n\u003c\/div\u003e","brand":"Risk Books","offers":[{"title":"Default Title","offer_id":50769959354710,"sku":"9781906348410","price":35.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0904\/4433\/3398\/files\/mia-pac-2d-crop-616pix.png?v=1751977364"}],"url":"https:\/\/www.riskbooks.com\/collections\/valuation.oembed","provider":"Risk Books","version":"1.0","type":"link"}