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Poverty Reduction and Growth Trust―Review of Interest Rate Structure

Poverty Reduction and Growth Trust―Review of Interest Rate Structure »

Source: Poverty Reduction and Growth Trust-Review of Interest Rate Structure

Volume: 19

Series: Policy Papers

Author(s): International Monetary Fund. Finance Dept.;International Monetary Fund. Strategy, Policy, & Review Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 June 2019

ISBN: 9781498321556

Keywords: Interest rates on loans, Interest rates, Interest rate structures, Credit, Credit ratings, SCF, ECF, concessional, RCF, interest rate

This paper reviews the Poverty Reduction and Growth Trust (PRGT) interest rate structure for the period July 2019-June 2021. Since the interest rate mechanism was first established in 2009, no interest has been ch...

IMF Executive Board Modifies PRGT Interest Rate Mechanism and Approves Zero Rates on All Low-Income Country Lending Facilities Through end-June 2021

IMF Executive Board Modifies PRGT Interest Rate Mechanism and Approves Zero Rates on All Low-Income Country Lending Facilities Through end-June 2021 »

Source: Poverty Reduction and Growth Trust-Review of Interest Rate Structure

Volume: 19

Series: Policy Papers

Author(s): International Monetary Fund. Finance Dept.;International Monetary Fund. Strategy, Policy, & Review Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 June 2019

ISBN: 9781498321556

Keywords: Interest rates on loans, Interest rates, Interest rate structures, Credit, Credit ratings, SCF, ECF, concessional, RCF, interest rate

This paper reviews the Poverty Reduction and Growth Trust (PRGT) interest rate structure for the period July 2019-June 2021. Since the interest rate mechanism was first established in 2009, no interest has been ch...

Update on the Financing of the Fund's Concessional Assistance and Debt Relief to Low-Income Countries

Update on the Financing of the Fund's Concessional Assistance and Debt Relief to Low-Income Countries »

Source: Update on the Financing of the Fund's Concessional Assistance and Debt Relief to Low-Income Countries

Volume/Issue: 2017/015

Series: Policy Papers

Author(s): International Monetary Fund. Finance Dept.;International Monetary Fund. Legal Dept.;International Monetary Fund. Strategy, Policy, & Review Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 April 2017

ISBN: 9781498346986

Keywords: Interest rates on loans, Market interest rates, SDR interest rates, Interest rate structures, Interest rates, concessional, self-sustained, ECF, SDRs, SCF

PRGT-related policies following the 2015 enhancement of the financial safety net for LICs, while options to better assist countries confronting sudden balance of payments needs due to large natural disasters are un...

Modelling the Yield Curve

Modelling the Yield Curve »

Source: Modelling the Yield Curve

Volume/Issue: 1991/134

Series: IMF Working Papers

Author(s): Mark Taylor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1991

ISBN: 9781451931457

Keywords: interest rates, term structure, expectations, risk, market segmentation, bond, heteroscedasticity, equation, bonds, statistics

We test and estimate a variety of alternative models of the yield curve, using weekly, high-quality U.K. data. We extend the Campbell-Shiller technique to the overlapping data case and apply it to reject the pure e...

Understanding Chinese Bond Yields and their Role in Monetary Policy

Understanding Chinese Bond Yields and their Role in Monetary Policy »

Source: Understanding Chinese Bond Yields and their Role in Monetary Policy

Volume/Issue: 2011/225

Series: IMF Working Papers

Author(s): Nathan Porter , and Nuno Cassola

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463904937

Keywords: Term Structure of Interest Rates, bond, bonds, inflation, treasury bonds, Financial Markets and the Macroeconomy,

China's financial prices are informative enough for the PBC to introduce a monetary policy framework centered around interest rates. While bond yields are not fully efficient?reflecting regulation, liquidity, and s...

Financial Liberalization, Bank Market Structure, and Financial Deepening

Financial Liberalization, Bank Market Structure, and Financial Deepening »

Source: Financial Liberalization, Bank Market Structure, and Financial Deepening : An Interest Margin Analysis

Volume/Issue: 2000/38

Series: IMF Working Papers

Author(s): Abdourahmane Sarr

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451845686

Keywords: Financial liberalization, financial deepening, bank market structure, interest margin, deposit interest rate ceiling, deposit interest, deposit interest rates, banking services, banking industry

The paper shows that commercial banks’ ability to lower deposit interest rates (market power) can increase deposit mobilization. Interest expenses saved can subsidize and lower fees on checking and branching...

Interpreting Currency Movements During the Crisis

Interpreting Currency Movements During the Crisis »

Source: Interpreting Currency Movements During the Crisis : What's the Role of Interest Rate Differentials?

Volume/Issue: 2011/14

Series: IMF Working Papers

Author(s): Thomas Dowling , and Nicoletta Batini

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2011

ISBN: 9781455212521

Keywords: uncovered interest parity, UIP, term structure, exchange rate, monetary policy, exchange rate movements, inflation, Open Economy Macroeconomics,

Using an adaptation of the Uncovered Interest Parity (UIP) condition, this paper analyzes the drivers behind the large, symmetric exchange rate swings observed during the financial crisis of 2008-2010. Employing a...

On Brazil’s Term Structure

On Brazil’s Term Structure »

Source: On Brazil's Term Structure : Stylized Facts and Analysis of Macroeconomic Interactions

Volume/Issue: 2011/113

Series: IMF Working Papers

Author(s): Rodrigo Cabral , Richard Munclinger , Luiz Alves , and Marco Rodriguez Waldo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

ISBN: 9781455261420

Keywords: Term structure models of interest rates, interest rates, yields on bonds, macroeconomic variables, central bank, macroeconomic factors, interest, Financial Markets and the Macroeconomy,

This paper characterizes the term structure of Treasury bond yields for Brazil, and estimates a Nelson-Siegel Model to reproduce its stylized facts for the period 2004-2010. For this purpose, this paper uses a soft...

Statement by the Managing Director on the Work Program of the Executive Board

Statement by the Managing Director on the Work Program of the Executive Board »

Source: Statement by the Managing Director on the Work Program of the Executive Board

Volume/Issue: 2018/037

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 July 2018

ISBN: 9781498309240

Keywords: Executive Board work program, External sector, Development policy, Real interest rates, Interest rate structures, Real effective exchange rates, digitalization, policy space, WEO, IEO

This Work Program (WP) translates the strategic directions and policy priorities laid out in the Spring 2018 Global Policy Agenda (GPA) Update and the International Monetary and Financial Committee (IMFC) Communiqu...

2016 Poverty Reduction and Growth Trust - Review of Interest Rate Structure

2016 Poverty Reduction and Growth Trust - Review of Interest Rate Structure »

Source: 2016 Poverty Reduction and Growth Trust - Review of Interest Rate Structure

Volume/Issue: 2016/050

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 August 2016

ISBN: 9781498345323

Keywords: Extended Credit Facility, Interest rate structures, Interest rates on loans, Poverty Reduction and Growth Trust, Press releases, Standby Credit Facility, Positive interest rates, SDR interest rates, Euro interbank offered rate, SCF

This paper reviews the interest rate structure that would apply to the PRGT in 2017-18. Based on the interest rate setting mechanism agreed in 2009, the interest rate for the Extended Credit Facility (ECF) would be...