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Palgrave Macmillan

Credit Treasury

A Credit Pricing Guide in Liquid and Non-Liquid Markets

  • Book
  • © 2011

Overview

Authors:
  1. Gianluca Oricchio

    1. Campus Bio-Medico University, Rome, Italy

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

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Table of contents (6 chapters)

  1. Front Matter

    Pages i-xxiii
    Download chapter 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
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Keywords

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.

Authors and Affiliations

  • Campus Bio-Medico University, Rome, Italy

    Gianluca Oricchio

About the author

GIANLUCA ORICCHIO has held senior capital and risk management positions at several global financial institutions for twenty years. He has been Head of ACPM at Capitalia Banking Group and Head Group Credit Treasury at Unicredit Group. He has written several books on financial markets, corporate finance and risk management.

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