Login

Mazzi, Biagio

Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk

Mazzi, Biagio - Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk, ebook

101,55€

Ebook, ePUB with Adobe DRM
ISBN: 9781118729366
DRM Restrictions

Printing101 pages with an additional page accrued every 8 hours, capped at 101 pages
Copy to clipboard5 excerpts

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)

Keywords: Money & Banking

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2013
Language
en
Edition
1
Series
Wiley Finance
Page amount
336 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9781118729366
Printed ISBN
9781118729120

Similar titles