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R: Corporate bond pricing within liquidity

Posted by chiara.fornarola on Aug 31, 2005; 6:04am
URL: http://quantlib.414.s1.nabble.com/Corporate-bond-pricing-within-liquidity-tp4009p4010.html

Corporate bond pricing within liquidity
Hi Marco,
thank you for your answer.
You've just described more or less what I'm already doing to contruct the term structure of single issuer credit spreads. What I'm looking for now is the amount of bps I have to add to this the term structure of credit spreads (obtained from well contributed bond on Bloomberg) to proxy the illiquidity premium you have to pay for not contributed bond, which should be greater than the corresponding spread you obtain from contributed bond on Bloomberg.
Do you have any suggestions on the way to estimate this additive illiquidity premium in terms of z-spread?
Thank you
Chiara

Da: [hidden email] [mailto:[hidden email]] Per conto di Marco Ottolino
Inviato: mercoledì 31 agosto 2005 13.11
A: [hidden email]
Oggetto: RE: [Quantlib-users] Corporate bond pricing within liquidity

Hi Chiara,
we use to price illiquid bond this way: we price & discount bonds at zero rates from zero curve without spread adjustment.
Then we add spread (you can consider it as a fixed rate bond with same maturity of the illiquid you want to price).
In order to compute the right credit spread you can look at info provider prices on a bond similar in term of maturity and payout to yours. On bloomberg with "DDIS" look at debt distribution of your issuer, find a bond similar to yours then look at "ALLQ" prices, price this bond and find the right spread in order to reach bid prices on ALLQ. This is the spread you have to add to your illiquid bond. This is a proxy.
At least the real price (and so credit spread) for illiquid bond is the price that who sold it is now able to pay to buy it.
 
 

From: [hidden email] [mailto:[hidden email]] On Behalf Of FORNAROLA,CHIARA
Sent: martedì 30 agosto 2005 11.23
To: [hidden email]
Subject: [Quantlib-users] Corporate bond pricing within liquidity

Hi,
I'm looking for some smart solution to estimate and express illiquidity premium in term of a zero-spread which can be added to the term structure of single issuer credit spreads in order to price illiquid bond.

I will appreciate very much any indication this question: papers, suggested readings, experience on this field.
Thank you

Chiara



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