Pricing Export Credit

A Concise Framework with Examples and Implementation Code in R

Häftad, Engelska, 2022

Av Claudio Franzetti

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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

Utgivningsdatum2022-05-08
Mått155 x 235 x 15 mm
Vikt417 g
FormatHäftad
SpråkEngelska
SerieManagement for Professionals
Antal sidor246
FörlagSpringer Nature Switzerland AG
ISBN9783030702878

Tillhör följande kategorier

Finansiering inom Ekonomi och ledarskap
Entreprenörskap inom Ekonomi och ledarskap

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).

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.