2013, English, Archived website edition: Estimating a debt risk premium / Essential Services Commission of Victoria. Victoria. Essential Services Commission

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Bookmark: http://trove.nla.gov.au/version/206713237
Physical Description
  • 1 online resource (7 pages)
Published
  • [Victoria?] PWC, [2013]
Language
  • English

Edition details

Title
  • Estimating a debt risk premium /​ Essential Services Commission of Victoria.
Creator
  • Victoria. Essential Services Commission
Other Creators
  • PricewaterhouseCoopers (issuing body)
Published
  • [Victoria?] PWC, [2013]
Copyright
  • ©2013.
Content Types
  • text
Carrier Types
  • online resource
Physical Description
  • 1 online resource (7 pages)
Series
Subjects
Summary
  • "The Essential Services Commission of Victoria (ESCV or the Commission) has engaged PricewaterhouseCoopers (PwC) to estimate a 10 year BBB+ debt risk premium using the methodology the AER currently applies to extrapolate the Bloomberg BBB fair value curve (FVC). The debt risk premium should be estimated using a 20 and 40 business day averaging period, ending on and including 4 March 2013, demonstrating the maximum, minimum and average values. In addition, the ESCV requested that we provide an approximation of the incremental debt risk premium that would be required if instead the Commission were to assume credit ratings of BBB or BBB-".
Notes
  • Title from PDF cover.
  • "Final 20 March 2013".
  • Includes bibliographical references.
  • Selected for archiving
Technical Details
  • Mode of access: Available online.
Language
  • English
Libraries Australia ID
Contributed by
Libraries Australia

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