Credit Treasury

A Credit Pricing Guide in Liquid and Non-Liquid Markets

  • Gianluca¬†Oricchio

Table of contents

  1. Front Matter
    Pages i-xxiii
  2. Gianluca Oricchio
    Pages 1-6
  3. Gianluca Oricchio
    Pages 7-20
  4. Gianluca Oricchio
    Pages 21-211
  5. Gianluca Oricchio
    Pages 212-285
  6. Gianluca Oricchio
    Pages 286-331
  7. Back Matter
    Pages 254-365

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.


banking Credit Risk e-payment probability Rating Treasury

Authors and affiliations

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

Bibliographic information