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

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.

Bibliographic Information

Book Title: Credit Treasury
Book Subtitle: A Credit Pricing Guide in Liquid and Non-Liquid Markets
Authors: Gianluca Oricchio
Series Title: Finance and Capital Markets Series
DOI: https://doi.org/10.1057/9780230307308
Publisher: Palgrave Macmillan London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: Palgrave Macmillan, a division of Macmillan Publishers Limited 2011
Hardcover ISBN: 978-0-230-27966-7Published: 29 March 2011
Softcover ISBN: 978-1-349-32703-4Published: 01 January 2011
eBook ISBN: 978-0-230-30730-8Published: 29 March 2011
Series ISSN: 2946-2010
Series E-ISSN: 2946-2029
Edition Number: 1
Number of Pages: XXIII, 365
Topics: Risk Management, Business Mathematics, Capital Markets, Business Finance, Macroeconomics/Monetary Economics//Financial Economics, Investments and Securities

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Table of contents (6 chapters)

Front Matter

Introduction

Pricing in Liquid Markets

Pricing in Non-liquid Markets

CDS Valuation and Trading Strategies

Index Products

Consistency Analysis between EVA Metrics and Credit Pricing

Back Matter

About this book