The xVA Challenge(4th Edition) Counterparty Credit Risk, Funding, Collateral, and Capital (Wiley Finance) by JonGregory Hardcover, 496 Pages, Published 2020 by Wiley ISBN-13: 978-1-119-50897-7, ISBN: 1-119-50897-5
"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 requirements over aspects such as capital. It has become all too clear that there has been a significant “too big to fail” problem in that the biggest bank ..."
The xVA Challenge(3rd Edition) Counterparty Credit Risk, Funding, Collateral, and Capital (The Wiley Finance Series) by JonGregory Hardcover, 496 Pages, Published 2015 by Wiley ISBN-13: 978-1-119-10941-9, ISBN: 1-119-10941-8
"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 informative guide includes discussion around the latest regulatory requirements, market practice, and academic thinking. Beginning with a look at t ..."
Central Counterparties(1st Edition) Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives (The Wiley Finance Series) by JonGregory Hardcover, 328 Pages, Published 2014 by Wiley ISBN-13: 978-1-118-89151-3, ISBN: 1-118-89151-1
"The Global Financial Crisis, from 2007 onwards, illustrated the inherent weaknesses in the global financial system and some of their causes. In particular over-the-counter (OTC) derivatives were blamed by many for partially causing and catalysing the crisis. Not surprisingly, this has led to dramatic action from politicians, policymakers and regulators in relation to OTC derivative markets. Two of the most important changes are the mand ..."
Run for the Money by JonGregory Paperback, 228 Pages, Published 2014 by Wise Media Group ISBN-13: 978-1-62967-023-2, ISBN: 1-62967-023-5
"When 54 million dollars of client funds vanishes in the dark of night, San Francisco stockbroker Travis Black finds he's been set up to take the fall in an international game of high stakes money laundering and deception. Run for the Money takes Travis from San Francisco to the Caribbean in a race against time before the missing funds are scattered into offshore banks and shell corporations designed to hide money for good. Enlisting t ..."
Counterparty Credit Risk(1st Edition) The new challenge for global financial markets (The Wiley Finance Series) by JonGregory Hardcover, 448 Pages, Published 2010 by Wiley ISBN-13: 978-0-470-68576-1, ISBN: 0-470-68576-X
"The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely co ..."
Lancelot 'Capability' Brown A Research Report Impact Review Prepared for English Heritage by the Landscape Group, University of East Anglia (Research Reports) by JonGregory, Sarah Spooner, Tom Williamson Paperback, 91 Pages, Published 2006 by Historic England ISBN-13: 978-1-84802-355-0, ISBN: 1-84802-355-3
"2016 marks the 300th anniversary of Lancelot Capability’ Brown with a national Capability Brown 300 celebration and festival. This report attempts to highlight and understand the work of Brown and his legacy and stimulates a wider discussion about future research needs and opportunities. It contains a bibliographic list of works of Lancelot Brown and a full Gazetteer of Brown’s sites."
Counterparty Credit Risk and Credit Value Adjustment(2nd Edition) A Continuing Challenge for Global Financial Markets (The Wiley Finance Series) by JonGregory Hardcover, 480 Pages, Published 2012 by Wiley ISBN-13: 978-1-118-31667-2, ISBN: 1-118-31667-3
"The first decade of the 21st Century has been disastrous for financial institutions, derivatives and risk management. Counterparty credit risk has become the key element of financial risk management, highlighted by the bankruptcy of the investment bank Lehman Brothers and failure of other high profile institutions such as Bear Sterns, AIG, Fannie Mae and Freddie Mac. The sudden realisation of extensive counterparty risks has severely co ..."
Red Money(1st Edition) A Financial Espionage Novel by JonGregory Taylor, Nicole Finn Paperback, 455 Pages, Published 2011 by Brunette Publishing ISBN-13: 978-0-9872004-0-2, ISBN: 0-9872004-0-2
"The Presidency of the Russian Federation is being bought by Major General Igor Stretletsky with money hidden offshore by the KGB, and Quentin Ayres intends to stop him. Quentin, head of Moscow Capital, is working with U.S. Treasury and C.I.A. operatives in Moscow, and they are allied with the Mayor of Moscow, the beautiful Natalia Konstantinov, who is also running for President. Streletsky is being backed by the financier Tretyakov wh ..."
Credit Derivatives The Definitive Guide by JonGregory Hardcover, 495 Pages, Published 2003 by Risk Books In Association With Application Networks ISBN-13: 978-1-904339-12-0, ISBN: 1-904339-12-3
"Presenting a unique encyclopaedic view of the credit derivatives market this new multi-contributor title will guide you in all aspects of this rapidly growing sector – providing you with a firm grasp of everything from the basics to the more involved quantitative issues. As the definitive guide to credit derivatives this expansive volume deals with its subject matter in both greater breadth and depth than any single text has ever before ..."
The Return of Arthur A Spiritual Quest by JonGregory Paperback, 202 Pages, Published 2008 by Lulu.Com ISBN-13: 978-1-4357-3449-4, ISBN: 1-4357-3449-1
Credit(1st Edition) The Complete Guide to Pricing, Hedging and Risk Management by JonGregory, Angelo Arvanitis Hardcover, 424 Pages, Published 2001 by Risk Books ISBN-13: 978-1-899332-73-1, ISBN: 1-899332-73-1
"Short listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance Provides a consistent firm-wide platform for pricing, hedging and risk management of credit across a broad range of product classes. Emphasises fixed income instruments rather than loans, where stochastic future exposures are modelled accurately. Examines loans, credit derivatives, interest rate derivatives with risky ..."
"When it was released in 1994 Four Weddings and a Funeral quickly became a huge international success, pulling in the kind of audiences most British films only dream of. It's proof that sometimes the simplest ideas are the best: in terms of plot, the title pretty much says it all. Revolving around, well, four weddings and a funeral (though not in that order), the film follows Hugh Grant's confirmed bachelor Charles as he falls for visiti ..."
"Until now, market timing as it applies to successful investment decision-making has been an elusive, at times vague instrument. This book provides a clear, relevant model for using the business cycle as a tool for timing investments. At last, here is a clear framework for assessing returns at different stages of the business cycle, and for determining the timing relevance as it relates to stocks, bonds, mutual funds, other specific inve ..."
Wiley Finance Ser. The XVA Challenge : Counterparty Risk, Funding, Collateral, Capital and Initial Margin by JonGregory 704 Pages, Published 2020 by John Wiley & Sons ISBN-13: 978-1-119-50900-4, ISBN: 1-119-50900-9
"This book is an essential reading for regulators and all users of OTC derivatives." —Stuart M. Turnbull, Bauer Chaired Professor of Finance, Bauer College of Business, University of Houston "Jon Gregory is one of the godfathers of the VA ..."
Wiley Finance Ser. Counterparty Credit Risk, Funding, Collateral and Capital: the Xva Challenge, 3rd Edition by JonGregory 496 Pages, Published 2015 by John Wiley & Sons ISBN-13: 978-1-119-10942-6, ISBN: 1-119-10942-6
"This book is essential reading for regulators and all users of OTC derivatives." —Stuart M. Turnbull, Bauer Chaired Professor of Finance, Bauer College of Business, University of Houston "Jon Gregory is one of the godfathers of the VA ..."
The Wiley Finance Counterparty Credit Risk, Funding, Collateral and Capital: the Xva Challenge, 3rd Edition by JonGregory 496 Pages, Published 2015 by John Wiley & Sons ISBN-13: 978-1-119-10943-3, ISBN: 1-119-10943-4
"that the xVA priced at trade inception is “locked in” over the lifetime without any
additional costs (or benefits). An xVA desk is generally set up as a central unit
within an institution. There is a benefit in centralising all the required expertise
and ..."
The Wiley Finance Counterparty Credit Risk, Funding, Collateral and Capital: the XVA Challenge, 3rd Edition by JonGregory 469 Pages, Published 2015 ISBN-13: 978-1-119-10944-0, ISBN: 1-119-10944-2
""This book explains the emergence of counterparty risk during the recent credit crisis."
The Wiley Finance Ser. Central Counterparties : Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives by JonGregory 328 Pages, Published 2014 by John Wiley & Sons ISBN-13: 978-1-118-89157-5, ISBN: 1-118-89157-0
"... background of the development of central counterparties whilst Murphy (2013)
compares the traditional bilateral derivatives market with the future market under
mandatory central clearing and other new regulation brought about by the global
financial crisis. I am extremely grateful to Craig Pirrong for many interesting
discussions on this subject and for his excellent research in this area (which I
strongly recommend to any read ..."
The Wiley Finance Central Counterparties : Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives by JonGregory 328 Pages, Published 2014 by John Wiley & Sons ISBN-13: 978-1-118-89158-2, ISBN: 1-118-89158-9
"Iam extremely grateful to Craig Pirrong for many interesting discussions on this
subject and for his excellent research in this area(which Istrongly recommend to
any reader). I am also grateful to Craig, togetherwith AlistairMilne, forproviding ..."