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

List of Tables

2.1	Cash flows in a par swap (ATM) and in an out-of-the-money swap (OTM).
2.2	Shifts in discount factors and zero rate equivalent.
2.3	Impact of shifts in discount factors on MTM of ATM and OTM swaps.
2.4	Market inputs used to bootstrap the interest rate curve in our example.
2.5	The output of the bootstrapping process: the discount factors, the zero rates (annually and continuously compounded), and the one-year forward rates.
3.1	The detailed output of the fair value of the loan to China.
3.2	The summary of the fair values of the four loans.
4.1	Credit spread of selected emerging markets' sovereign shown against a few developed markets sovereign and corporate for comparison, as of March 4, 2013.
4.2	Principal outstanding of bonds issued in emerging market currencies by selected development institutions as of September 13, 2011 (in millions of local currency).
5.1	Cash flows of two similar bonds issued by two issuers with different credit standings.
5.2	Data, on interest rate instruments as of March 1, 2012, relevant in the assessment of the coupon of a two-year Electricity of Vietnam bond.
5.3	Data, on debt instruments as of March 1, 2012, relevant in the assessment of the coupon of a two-year Electricity of Vietnam bond.
6.1	Example of USD funding level term structure for the Republic of Italy as of October 17, 2011.
6.2	Example of EUR funding level term structure for the Republic of Italy as of October 17, 2011. Indicative levels ...