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6 Reviews
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5 of 5 people found the following review helpful
5.0 out of 5 stars A 'Must Have', 27 Dec 2012
By 
D. Maher (Sydney, Australia.) - See all my reviews
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This review is from: Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (The Wiley Finance Series) (Hardcover)
I have never been much into buying work-related books (especially when it's on my own coin!), but very glad I did.

My main motivation for buying the book came after seeing a presentation from Jon Gregory - he is a fantastic communicator and very generous with his knowledge and expertise. The book is basically a 480 page extension of this!

The mathematics is fairly light - I don't mean to say this as a negative: instead, Dr Gregory focusses on the underlying ideas and concepts, highlighting potential issues that could arise, etc. This makes the book very readable to quite a wide audience. He covers quite a lot of ground, both practical and theoretical, and his insight always leaves you thinking "gosh, never thought of that... very good point".
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1 of 1 people found the following review helpful
5.0 out of 5 stars A "Must Have" for capital markets practitioners, 25 July 2014
By 
Mr. J. J. Niland (London) - See all my reviews
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This review is from: Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (The Wiley Finance Series) (Hardcover)
This is the second edition, and expands quite a bit on the first, particularly in terms of covering emerging issues such as funding valuation adjustments (FVA).

I think the key thing that makes this book so useful is that it properly balances the mix of providing the intuition of the various complex issues, and then the mathematical detail. Whilst final CVA calculations are, inevitably, going to be very mathematical, the reasoning and thought processes behind the assumptions you make are just as crucial, and Jon Gregory covers this in a very easy-to-follow way.

If you are involved in capital markets trading in any way (trader, back office, controller, auditor etc), you really should read this book.
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6 of 8 people found the following review helpful
5.0 out of 5 stars Classic Text - Updated New Version, 17 Sep 2012
This review is from: Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (The Wiley Finance Series) (Hardcover)
This classic text has been updated and restructured. It is a must read for practioners working in the area of counterparty credit risk.

The updated book remains extremely readable and includes new chapters on Basel III CCR, DVA, FVA, and Managing the CVA Desk. A new section on curve mapping is introduced. Other parts of the book have been restructured and updated with the latest thinking - for example the CCP chapter.

The spreadsheets have been updated with more sophisticated examples.

Thankyou for producing an outstanding updated book with examples to match.
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2 of 3 people found the following review helpful
5.0 out of 5 stars Excellent update, with good coverage of evolving market conventions like FVA and cheapest to deliver pricing., 23 Nov 2012
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This review is from: Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (The Wiley Finance Series) (Hardcover)
Like the first edition, the author does not go into depth on the underpinning mathematics, or model/methodology implementation.

Instead, the author focuses on providing an overview of an intrinsically complex area, with clear descriptions, good examples, and coverage of new regulations.

Worthy of a place on the bookshelf of anyone involved in OTC derivatives.
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0 of 1 people found the following review helpful
5.0 out of 5 stars So far so good., 3 Oct 2013
By 
M. A. R. GONZALEZ (Austin, Texas United States) - See all my reviews
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I really like what I have read so far (the first few chapters). The author has a very clear writing style, which has made the reading very pleasing so far.
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0 of 1 people found the following review helpful
4.0 out of 5 stars good, 7 Oct 2013
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should be clearer in some parts but all the substance is there. content covers lots of ground. but explanation could be clearer
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