Buyer Credit Pricing for Natural Gas Exports Using Country Risk Ratings

It is important for exporters of commodities, including natural gas, to price their exports correctly in times of excess demand. It is equally important for providers of buyer credit for importers of natural gas to price the finance for the shipments correctly. Pricing buyer credit is vital for the...

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Bibliographic Details
Main Author: Simpson, John
Other Authors: John L. Simpson
Format: Book Chapter
Published: Springer-Verlag Berlin Heidelberg 2013
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/5399
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author Simpson, John
author2 John L. Simpson
author_facet John L. Simpson
Simpson, John
author_sort Simpson, John
building Curtin Institutional Repository
collection Online Access
description It is important for exporters of commodities, including natural gas, to price their exports correctly in times of excess demand. It is equally important for providers of buyer credit for importers of natural gas to price the finance for the shipments correctly. Pricing buyer credit is vital for the lender’s goals, which includes shareholder wealth maximization if the lender is a bank or a corporation, but, more importantly pricing credit is important for the optimization of the risk and return relationship and the diversification of unsystematic risks in export loan assets. In this chapter, the price of natural gas from a gas exporting country, such as Australia, is deemed to be the amount of export finance that might be required as buyer credit. Export returns thus represent the change in the amount of export finance required by buyers. A higher buyer credit change means a greater amount of credit required. Using country risk ratings, a risk premium is ascribed to this buyer credit in order to avoid mispricing of exports and buyer credit in times of excess demand for gas and thus buyer credit. Importer country examples of the US and China are investigated. It is posited that country risk ratings can determine the magnitude of the risk premium to be applied to buyer credit, consistent with risk/return trade-off theory.
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spelling curtin-20.500.11937-53992023-02-07T08:01:23Z Buyer Credit Pricing for Natural Gas Exports Using Country Risk Ratings Simpson, John John L. Simpson Wim Westerman André Dorsman United States Risk Pricing Ratings Buyer credit China Export Gas It is important for exporters of commodities, including natural gas, to price their exports correctly in times of excess demand. It is equally important for providers of buyer credit for importers of natural gas to price the finance for the shipments correctly. Pricing buyer credit is vital for the lender’s goals, which includes shareholder wealth maximization if the lender is a bank or a corporation, but, more importantly pricing credit is important for the optimization of the risk and return relationship and the diversification of unsystematic risks in export loan assets. In this chapter, the price of natural gas from a gas exporting country, such as Australia, is deemed to be the amount of export finance that might be required as buyer credit. Export returns thus represent the change in the amount of export finance required by buyers. A higher buyer credit change means a greater amount of credit required. Using country risk ratings, a risk premium is ascribed to this buyer credit in order to avoid mispricing of exports and buyer credit in times of excess demand for gas and thus buyer credit. Importer country examples of the US and China are investigated. It is posited that country risk ratings can determine the magnitude of the risk premium to be applied to buyer credit, consistent with risk/return trade-off theory. 2013 Book Chapter http://hdl.handle.net/20.500.11937/5399 10.1007/978-3-642-30601-3_3 Springer-Verlag Berlin Heidelberg restricted
spellingShingle United States
Risk
Pricing
Ratings
Buyer credit
China
Export
Gas
Simpson, John
Buyer Credit Pricing for Natural Gas Exports Using Country Risk Ratings
title Buyer Credit Pricing for Natural Gas Exports Using Country Risk Ratings
title_full Buyer Credit Pricing for Natural Gas Exports Using Country Risk Ratings
title_fullStr Buyer Credit Pricing for Natural Gas Exports Using Country Risk Ratings
title_full_unstemmed Buyer Credit Pricing for Natural Gas Exports Using Country Risk Ratings
title_short Buyer Credit Pricing for Natural Gas Exports Using Country Risk Ratings
title_sort buyer credit pricing for natural gas exports using country risk ratings
topic United States
Risk
Pricing
Ratings
Buyer credit
China
Export
Gas
url http://hdl.handle.net/20.500.11937/5399