Text

Treasury finance and development banding : a guide to credit, debt, and risk

---

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)

---

Availability

Detail Information

Series Title

-

Call Number

332.01 BIA t

Publisher

United State of America : John Wiley & Sons,., 2013

Collation

xxix, 299 hlm : ilus

Language

English

ISBN/ISSN

978-1-118-72942-7

Classification

332.01

Content Type

text

Media Type

unmediated

Carrier Type

online resource

Edition

Ed. 1

Subject(s)

treasury finance
development banding

Specific Detail Info

-

Statement of Responsibility

Biagio mazzi

Other version/related

File Attachment

Comments

---

You must be logged in to post a comment