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Record Nr. |
UNINA9910453244203321 |
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Autore |
Bertocchi Marida |
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Titolo |
Euro bonds : markets, infrastructure and trends / / Marida Bertocchi, University of Bergamo, Italy [and five others] |
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Pubbl/distr/stampa |
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Singapore : , : World Scientific, , [2014] |
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©2014 |
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ISBN |
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Descrizione fisica |
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1 online resource (288 p.) |
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Collana |
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World Scientific series in finance, , 2010-1082 ; ; volume 7 |
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Disciplina |
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Soggetti |
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Euro-bond market |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Foreword; Preface; Acknowledgments; Author Biographies; Contents; List of Figures; List of Tables; 1. The Bond Market in Europe; 1.1 Introduction; 1.2 History and Development; 1.3 The Main Features of Euro Bonds; 1.4 Government Bonds; 1.5 Corporate Bonds; 1.6 The 2008 Financial Crisis; 1.7 The European Union Bond; Appendix 1.A. The Major European Bond Markets; Glossary; References; 2. The Market Infrastructure; 2.1 Introduction; 2.2 The Retail Markets; 2.3 The Electronic Markets; 2.4 The Clearing and Settlement System; 2.4.1 Post trading costs; 2.4.2 The current market infrastructure |
2.5 The Role of Custodians 2.5.1 The Central Securities Depositories; Glossary; References; 3. Government Bond Markets; 3.1 Introduction; 3.2 The Euro Sovereign Bond Market Evolution; 3.3 Country Risk; 3.4 Bond Spread Dynamics Country-specific Risk; 3.5 Fixed-income Markets and Financial Risk Premia; 3.6 Sovereign Risk and ECB Policy; Glossary; References; 4. The Corporate Bond Market; 4.1 Introduction; 4.2 Recent Evolution; 4.3 Euro-corporate Bond Indices; 4.3.1 Bond indices and default probabilities; 4.4 Moody's 2011 Global Credit Report; Glossary; References; 5. Credit Rating Agencies |
5.1 Introduction 5.2 The CRAs; 5.2.1 The role of CRAs; 5.2.2 Credit ratings; 5.2.3 Taxonomy of rating; 5.3 Regulation of CRAs; 5.3.1 Conflicts of interest; 5.4 The Importance of Competition; 5.5 Rating Methodologies; 5.5.1 General principles of the rating process; 5.5.1.1 |
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