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

Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk
分享
扫描下方二维码分享到微信
打开微信,点击右上角”+“,
使用”扫一扫“即可将网页分享到朋友圈。
作者:
出版社: Wiley
2013-09
ISBN: 9781118729120
定价: 605.10
装帧: 精装
开本: 其他
纸张: 胶版纸
页数: 336页
正文语种: 英语
丛书: Wiley Finance
  • 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) Biagio Mazzi, PhD, is a Senior Financial Officer on the Structured Notes Desk in the World Bank Treasury. Prior to the World Bank, Biago Mazzi was a Vice President at Morgan Stanley, where he was responsible for modeling exotic credit derivatives on the Emerging Markets Desk. Before working in fixed income, he was an equity derivatives quant at Barclays Capital and Banca Caboto. He holds a PhD in theoretical physics from the University of Cambridge.
  • 内容简介:
    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)
  • 作者简介:
    Biagio Mazzi, PhD, is a Senior Financial Officer on the Structured Notes Desk in the World Bank Treasury. Prior to the World Bank, Biago Mazzi was a Vice President at Morgan Stanley, where he was responsible for modeling exotic credit derivatives on the Emerging Markets Desk. Before working in fixed income, he was an equity derivatives quant at Barclays Capital and Banca Caboto. He holds a PhD in theoretical physics from the University of Cambridge.
查看详情
目前没有书店销售此书
相关图书 / 更多
Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk
Treasury of Animal Stories动物童话故事集
Susanna Davidson(苏珊娜·戴维森) 著;Rocio Martinez 绘
Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk
TreasuryofFantasticandMythologicalCreatures:1,087RenderingsfromHistoricSources
Richard Huber 著
Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk
Treasury Management: The Practitioner's Guide 财资管理
Steven M. Bragg(史蒂文·M·布拉格) 著
Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk
Treasury's War:The Unleashing of a New Era of Financial Warfare
Juan Zarate
Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk
Treasury of Flower Designs for Artists, Embroiderers and Craftsmen
Susan Gaber
Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk
Treasury of Norse Mythology Stories of Intrigue
Donna Jo、Christina Balit 著
Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk
TreasuryoftheWorld
Manuel Keene、Salam Kaoukji 著
Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk
Treasury of Animal Illustrations: From Eighteenth-Century Sources
Carol Belanger Grafton 著
Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk
Treasury For 2 Year Olds2岁宝宝故事与儿歌集
本社 编
Treasury Finance and Development Banking, + Website: A Guide to Credit, Debt, and Risk
Treasury of Egyptian Mythology 埃及神话故事宝藏 英文原版
Donna Jo、Christina Balit 著