Credit Treasury
eBook - PDF

Credit Treasury

A Credit Pricing Guide in Liquid and Non-Liquid Markets

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

Credit Treasury

A Credit Pricing Guide in Liquid and Non-Liquid Markets

About this book

This book presents the state-of-the-art with respect to credit risk evaluation and pricing within the contemporary global banking and financial system. It focuses on credit pricing in illiquid, liquid and hybrid markets. No one with any connection to the credit management business will be able to do without it.

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Yes, you can access Credit Treasury by G. Oricchio in PDF and/or ePUB format, as well as other popular books in Business & Financial Risk Management. We have over one million books available in our catalogue for you to explore.

Information

Table of contents

  1. Cover
  2. Half-Title
  3. Dedication
  4. Title
  5. Copyright
  6. Contents
  7. List of Figures
  8. List of Tables
  9. Foreword
  10. 1 Introduction
  11. 2.1 Introduction
  12. 3 Pricing in Non-liquid Markets
  13. 4 CDS Valuation and Trading Strategies
  14. 4.2.2 Trading the basis
  15. 5 Index Products
  16. 6 Consistency Analysis between EVA Metrics and Credit Pricing
  17. 6.1 Market-based pricing vs. EVA IRB pricing approach: a consistent framework
  18. A.3.3 Large corporate without an official rating: Ferretti spA