Treasury Finance and Development Banking
eBook - PDF

Treasury Finance and Development Banking

A Guide to Credit, Debt, and Risk

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Treasury Finance and Development Banking

A Guide to Credit, Debt, and Risk

About this book

Credit and credit risk permeates every corner of the financial world. Previously credit tended to be acknowledged only when dealing with counterparty credit risk, high-yield debt or credit-linked derivatives, now it affects all things, including such fundamental concepts as assessing the present value of a future cash flow. The purpose of this book is to analyze credit from the beginning—the point at which any borrowing entity (sovereign, corporate, etc.) decides to raise capital through its treasury operation. To describe the debt management activity, the book presents examples from the development banking world which not only presents a clearer banking structure but in addition sits at the intersection of many topical issues (multi-lateral agencies, quasi-governmental entities, Emerging Markets, shrinking pool of AAA borrowers, etc.). This book covers:

  • Curve construction (instruments, collateralization, discounting, bootstrapping)
  • Credit and fair valuing of loans (modeling, development institutions)
  • Emerging markets and liquidity (liquidity, credit, capital control, development)
  • Bond pricing (credit, illiquid bonds, recovery pricing)
  • Treasury (funding as an asset swap structure, benchmarks for borrowing/investing)
  • Risk and asset liability management (leverage, hedging, funding risk)

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Yes, you can access Treasury Finance and Development Banking by Biagio Mazzi in PDF and/or ePUB format, as well as other popular books in Economics & Banks & Banking. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley
Year
2013
Print ISBN
9781118729120
eBook ISBN
9781118729427
Edition
1

Table of contents

  1. Treasury Finance and Development Banking
  2. Contents
  3. List of Figures
  4. List of Tables
  5. Acknowledgments
  6. Introduction
  7. CHAPTER 1 An Introductory View to Banking, Development Banking, and Treasury
  8. CHAPTER 2 Curve Construction
  9. CHAPTER 3 Credit and the Fair Valuing of Loans
  10. CHAPTER 4 Emerging Markets and Liquidity
  11. CHAPTER 5 Bond Pricing
  12. CHAPTER 6 Treasury Revisited
  13. CHAPTER 7 Risk and Asset Liability Management
  14. CHAPTER 8 Conclusion
  15. APPENDIX A Implying Zero Rates from FX Forward Quotes
  16. APPENDIX B CDS Spreads and Default Probabilities
  17. APPENDIX C Modeling the Credit-Driven Prepayment Option of a Loan
  18. APPENDIX D The Relation between Macaulay and Modified Durations
  19. APPENDIX E The Impact of Discounting on an Asset Swap Spread
  20. APPENDIX F Replication Leading to Risk-Neutral Probabilities
  21. References
  22. About the Web Site
  23. Index