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Pricing and Hedging of Contingent Credit Lines

Pricing and Hedging of Contingent Credit Lines »

Source: Pricing and Hedging of Contingent Credit Lines

Volume/Issue: 2006/13

Series: IMF Working Papers

Author(s): Elena Loukoianova , Salih Neftci , and Sunil Sharma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

ISBN: 9781451862737

Keywords: Contingent credit line (CCL), pricing, credit line, credit lines, bond, hedge, Simulation Methods,

Contingent credit lines (CCLs) are widely used in bank lending and also play an important role in the functioning of short-term capital markets. Yet, their pricing and hedging has not received much attention in the...

Review of Contingent Credit Lines

Review of Contingent Credit Lines »

Source: Review of Contingent Credit Lines

Volume/Issue: 2003/056

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 December 2003

ISBN: 9781498329828

Keywords: Contingent credit lines, Access to international capital markets, Fiscal sector, Financial crises, Balance of payments need, Financial markets, PP, eligibility criterion, eligible member, eligibility

...

Adapting Precautionary Arrangements to Crisis Prevention

Adapting Precautionary Arrangements to Crisis Prevention »

Source: Adapting Precautionary Arrangements to Crisis Prevention

Volume/Issue: 2003/052

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 November 2003

ISBN: 9781498329415

Keywords: Contingent credit lines, Crisis prevention, Balance of payments need, Capital account, Balance of payments, Capital flows, Current account balances, PP, performance criterion, test date

...

Pricing and Hedging of Contingent Credit Lines

Pricing and Hedging of Contingent Credit Lines »

Volume/Issue: 2006/13

Series: IMF Working Papers

Author(s): Elena Loukoianova , Salih Neftci , and Sunil Sharma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

DOI: http://dx.doi.org/10.5089/9781451862737.001

ISBN: 9781451862737

Keywords: Contingent credit line (CCL), pricing, credit line, credit lines, bond, hedge, Simulation Methods,

Contingent credit lines (CCLs) are widely used in bank lending and also play an important role in the functioning of short-term capital markets. Yet, their pricing and hedging has not received much attention in the...

Review of Fund Facilities-Analytical Basis for Fund Lending and Reform Options

Review of Fund Facilities-Analytical Basis for Fund Lending and Reform Options »

Source: Review of Fund Facilities-Analytical Basis for Fund Lending and Reform Options

Volume/Issue: 2009/040

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 June 2009

ISBN: 9781498336314

Keywords: Contingent credit lines, Crisis prevention, Economic models, Emerging markets, Fund facilities, General Resources Account, Lending commitments by Fund, Use of Fund resources, Financial crises, Financial markets

In the context of the ongoing review of Fund facilities, this paper examines the analytical basis for Fund lending in emerging market countries and provides a broad-ranging perspective for reforming the General Res...

Fiscal Buffers for Natural Disasters in Pacific Island Countries1

Fiscal Buffers for Natural Disasters in Pacific Island Countries1 »

Source: Fiscal Buffers for Natural Disasters in Pacific Island Countries

Volume/Issue: 2019/152

Series: IMF Working Papers

Author(s): Hidetaka Nishizawa , Scott Roger , and Huan Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 July 2019

ISBN: 9781498320801

Keywords: Access to foreign markets, Accounting, Accounting standards, Agriculture, Aid flows, Balance of payments, Bank deposits, Bank financing, Banks, Bonds

Pacific island countries (PICs) are vulnerable severe natural disasters, especially cyclones, inflicting large losses on their economies. In the aftermath of disasters, PIC governments face revenue losses and spend...

Review of Contingent Credit Lines

Review of Contingent Credit Lines »

Volume/Issue: 2003/056

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 December 2003

DOI: http://dx.doi.org/10.5089/9781498329828.007

ISBN: 9781498329828

Keywords: Contingent credit lines, Access to international capital markets, Fiscal sector, Financial crises, Balance of payments need, Financial markets, PP, eligibility criterion, eligible member, eligibility

...

Adapting Precautionary Arrangements to Crisis Prevention

Adapting Precautionary Arrangements to Crisis Prevention »

Volume/Issue: 2003/052

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 November 2003

DOI: http://dx.doi.org/10.5089/9781498329415.007

ISBN: 9781498329415

Keywords: Contingent credit lines, Crisis prevention, Balance of payments need, Capital account, Balance of payments, Capital flows, Current account balances, PP, performance criterion, test date

...

Review of Fund Facilities-Analytical Basis for Fund Lending and Reform Options

Review of Fund Facilities-Analytical Basis for Fund Lending and Reform Options »

Volume/Issue: 2009/040

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 June 2009

DOI: http://dx.doi.org/10.5089/9781498336314.007

ISBN: 9781498336314

Keywords: Contingent credit lines, Crisis prevention, Economic models, Emerging markets, Fund facilities, General Resources Account, Lending commitments by Fund, Use of Fund resources, Financial crises, Financial markets

In the context of the ongoing review of Fund facilities, this paper examines the analytical basis for Fund lending in emerging market countries and provides a broad-ranging perspective for reforming the General Res...

Fiscal Buffers for Natural Disasters in Pacific Island Countries

Fiscal Buffers for Natural Disasters in Pacific Island Countries »

Volume/Issue: 2019/152

Series: IMF Working Papers

Author(s): Hidetaka Nishizawa , Scott Roger , and Huan Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 July 2019

DOI: http://dx.doi.org/10.5089/9781498320801.001

ISBN: 9781498320801

Keywords: Access to foreign markets, Accounting, Accounting standards, Agriculture, Aid flows, Balance of payments, Bank deposits, Bank financing, Banks, Bonds

Pacific island countries (PICs) are vulnerable severe natural disasters, especially cyclones, inflicting large losses on their economies. In the aftermath of disasters, PIC governments face revenue losses and spend...