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Credit Treasury

A Credit Pricing Guide in Liquid and Non-Liquid Markets

  • Gianluca Oricchio
Book

Part of the Palgrave Macmillan Finance and Capital Markets Series book series (FCMS)

Table of contents

  1. Front Matter
    Pages i-xxiii
    PDF
  2. Introduction
    Gianluca Oricchio
    Pages 1-6
  3. Pricing in Liquid Markets
    Gianluca Oricchio
    Pages 7-20
  4. Pricing in Non-liquid Markets
    Gianluca Oricchio
    Pages 21-211
  5. CDS Valuation and Trading Strategies
    Gianluca Oricchio
    Pages 212-285
  6. Index Products
    Gianluca Oricchio
    Pages 286-331
  7. Consistency Analysis between EVA Metrics and Credit Pricing
    Gianluca Oricchio
    Pages 332-353
  8. Back Matter
    Pages 254-365
    PDF

About this book

Introduction

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.

Keywords

banking Credit Risk e-payment probability Rating Treasury

Authors and affiliations

  • Gianluca Oricchio
    • 1
  1. 1.Campus Bio-Medico UniversityRomeItaly

Bibliographic information