Oricchio Gianluca. Credit Treasury: A Credit Pricing Guide in Liquid and Non-Liquid Markets

Palgrave Macmillan UK, 2011. — 365 p. — (Finance and Capital Markets Series).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.