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Table of contents (19 chapters)
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The Context
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Quantitative Fundamentals
Keywords
About this book
Authors and Affiliations
About the author
Before setting up iRuiz Consulting, he held positions as head strategist for Counterparty Risk Exposure Measurement at Credit Suisse, Head of Equity Risk Methodology at BNP Paribas and Hedge Fund Analyst at Hamilton Lunn.
In addition to his consulting work, Ignacio has set up iRuiz Techonologies, which develops niche and innovative algorithm-based solutions for this market. The first of these technologies, launched in 2015, is 'MoCaX Intelligence', a novel technology that has been proven to accelerate XVA, risk and capital calculations by several orders of magnitude.
Ignacio is a regular speaker, and delivers tailored presentations and courses on XVA, risk management and technology topics to a number financial institutions, regulators, training companies, through conferences and to academic institutions. He holds a PhD in nano-physics from Cambridge University.
Bibliographic Information
Book Title: XVA Desks - A New Era for Risk Management
Book Subtitle: Understanding, Building and Managing Counterparty, Funding and Capital Risk
Authors: Ignacio Ruiz
Series Title: Applied Quantitative Finance
DOI: https://doi.org/10.1057/9781137448200
Publisher: Palgrave Macmillan London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s) 2015
Hardcover ISBN: 978-1-137-44819-4Published: 28 April 2015
eBook ISBN: 978-1-137-44820-0Published: 27 April 2015
Series ISSN: 2947-700X
Series E-ISSN: 2947-7018
Edition Number: 1
Number of Pages: XXIII, 407
Topics: Risk Management, Banking, Financial Engineering