Pricing Export Credit

A Concise Framework with Examples and Implementation Code in R

AvClaudio Franzetti

Inbunden, Engelska, 2021

Del i serien Management for Professionals

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Beskrivning

Pricing of export credit is a challenge in the globalised world trade. This book develops a rigorous new framework for pricing export credit products, e.g. buyer and supplier credit insurance and performance and working capital guarantees , based on well-known financial and actuarial theories.

Produktinformation

Utgivningsdatum:2021-05-08
Mått:155 x 235 x 21 mm
Vikt:576 g
Format:Inbunden
Språk:Engelska
Serie:Management for Professionals
Antal sidor:246
Upplaga:21001
Förlag:Springer Nature Switzerland AG
ISBN:9783030702847

Utforska kategorier

Entreprenörskap inom Ekonomi och Ledarskap
Finansiering inom Ekonomi och Ledarskap

Mer om författaren

Claudio Franzetti was Chief Risk Officer of Swiss Export Risk Insurance in Zurich (Switzerland) and inter alia responsible for actuarial issues. Prior to that he held senior positions at Aon Resolution AG , was Head of Group Credit Portfolio Management and Managing Director of Deutsche Bank in Frankfurt (Germany), Head of Risk Management and Controlling of Swiss Re's investment division and senior consultant with iris AG in Zurich (Switzerland). Before entering the finance industry, he started as research engineer with Brown Boveri & Cie., then Asea Brown Boveri, in Baden (Switzerland) in the field of computational fluid dynamics.Claudio received a Master’s degree in economics from the University of St. Gallen (Switzerland) and a Master in Mechanical Engineering from the Swiss Federal Institute of Technology (ETH) in Zurich (Switzerland).

Innehållsförteckning

Chapter 1. Motivation.- Chapter 2. Export Credit Industry.- Chapter 3. Insurance Background.- Chapter 4. Finance Fundamentals.- Chapter 5. Preliminaries.- Chapter 6. New Premium Framework.- Chapter 7. Historic Default Rates.- Chapter 8. Market Version of the Framework.- Chapter 9. Minimum Interest Calculation.- Chapter 10. Comparison with OECD Arrangement.- Chapter 11. Other Pricing.- Chapter 12. Conclusions.