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Wiley
Jon Gregory
The xVA Challenge
5th Edition
2026
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Publisher > Wiley
Author > Jon Gregory
Title > The xVA Challenge
Issue > 5th Edition
Year > 2026
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ISBN > 9781394354450
Pages > 1380
Genre > Operational-Risk
Language > English
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Type > RETAIL
Media > TECH
Format > .epub
Section > eBook
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Published > 2026-06
Release > 2026-09-10
Disks > 05 x 5 MB
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- - -- [ D E S C R I P T I O N ] -- - -
The definitive guide to counterparty risk and valuation adjustments,
updated and revised In the newly revised fifth edition of The xVA
Challenge, veteran quantitative finance and counterparty credit risk expert
Jon Gregory delivers an authoritative roadmap to navigating counterparty
risk, funding, collateral, capital, and initial margin. He draws on his
extensive experience as a former senior practitioner at Barclays Capital,
BNP Paribas, and Citigroup to walk you through the most urgent challenges
facing risk managers, traders, and derivatives practitioners right now. The
book explores the latest developments in xVA methodology and practice,
guiding you through advanced compression tools for counterparty risk
optimisation, detailed ColVA analysis with real-world examples, and the
evolving mandate of xVA desks in volatile market conditions. It examines
FRTB-CVA implementation challenges, current approaches to KVA and MVA in
banking operations, and cutting-edge machine learning and algorithmic
differentiation techniques. Youll also find: Comprehensive coverage of all
xVA components including CVA, DVA, FVA, ColVA, KVA, and MVA with practical
implementation guidance Detailed analyses of FRTB-CVA regulatory
requirements and SA-CVA model development for regulatory approval Advanced
compression techniques and optimization strategies for managing
counterparty risk and xVA exposure Real-world case studies and examples
demonstrating ColVA applications and xVA desk operations during market
volatility State-of-the-art computational methods including machine
learning approaches and algorithmic differentiation for enhanced
calculation efficiency Perfect for risk managers, traders, derivatives
practitioners, and financial regulators, The xVA Challenge, Fifth Edition,
offers essential updates and practical tools that contemporary finance
professionals need to effectively implement xVA frameworks, optimise
counterparty risk management, and navigate an increasingly fraught
regulatory landscape.
- - -- [ R E T A I L U R L ] -- - -
https://www.ebooks.com/en-us/book/347517234/the-xva-challenge/jon-gregory/
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