Search Results

You are looking at 1 - 8 of 8 items

  • Keyword: net present value x
Clear All Modify Search
United States

United States »

Source: United States : Information Note on the United States' Fiscal Data

Volume/Issue: 2007/266

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2007

ISBN: 9781451839708

Keywords: pension, financial assets, employee pension, pension funds, net present value

This paper reports on a pilot study to present the United States fiscal data in a manner consistent with the Government Finance Statistics Manual (GFSM 2001). The study incorporates cash and accrual source data in...

Valuation of Menu items in Debt Restructuring

Valuation of Menu items in Debt Restructuring »

Source: Valuation of Menu items in Debt Restructuring

Volume/Issue: 1989/69

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 September 1989

ISBN: 9781451960600

Keywords: debt reduction, debt restructuring, net debt, present value, debtor country

This paper outlines a procedure for calculating the cash value of “menu items” in debt restructuring proposals, including par and non-par exchanges, with enhancements consisting of either interest or...

Considerations in the Choice of the Appropriate Discount Rate for Evaluating Sovereign Debt Restructurings

Considerations in the Choice of the Appropriate Discount Rate for Evaluating Sovereign Debt Restructurings »

Source: Considerations in the Choice of the Appropriate Discount Rate for Evaluating Sovereign Debt Restructurings

Volume/Issue: 2005/9

Series: IMF Policy Discussion Papers

Author(s): Julie Kozack

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2005

ISBN: 9781451975840

Keywords: Financial crisis, Discount rates, International financial markets, Sovereign debt restructuring, Discount rate, net present value, debt, debt restructuring, debt sustainability, debt service

Assessments regarding the effectiveness of sovereign debt restructurings are often summarized by comparisons of the net present value of debt service before and after the restructuring. These calculations are inher...

Measuring Systemic Risk-Adjusted Liquidity (SRL)

Measuring Systemic Risk-Adjusted Liquidity (SRL) »

Source: Measuring Systemic Risk-Adjusted Liquidity (SRL) : A Model Approach

Volume/Issue: 2012/209

Series: IMF Working Papers

Author(s): Andreas Jobst

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505597

Keywords: Net Stable Funding Ratio (NSFR), extreme value theory, macroprudential regulation, financial institutions, financial stability, present value, liquidity support, financial system, Model Construction and Estimation, Financial Institutions and Services: Government Policy and Regulation

Little progress has been made so far in addressing-in a comprehensive way-the externalities caused by impact of the interconnectedness within institutions and markets on funding and market liquidity risk within fin...

United States
			: Information Note on the United States' Fiscal Data

United States : Information Note on the United States' Fiscal Data »

Volume/Issue: 2007/266

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2007

DOI: http://dx.doi.org/10.5089/9781451839708.002

ISBN: 9781451839708

Keywords: pension, financial assets, employee pension, pension funds, net present value

This paper reports on a pilot study to present the United States fiscal data in a manner consistent with the Government Finance Statistics Manual (GFSM 2001). The study incorporates cash and accrual source data in...

Valuation of Menu items in Debt Restructuring

Valuation of Menu items in Debt Restructuring »

Volume/Issue: 1989/69

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 September 1989

DOI: http://dx.doi.org/10.5089/9781451960600.001

ISBN: 9781451960600

Keywords: debt reduction, debt restructuring, net debt, present value, debtor country

This paper outlines a procedure for calculating the cash value of “menu items” in debt restructuring proposals, including par and non-par exchanges, with enhancements consisting of either interest or...

Considerations in the Choice of the Appropriate Discount Rate for Evaluating Sovereign Debt Restructurings

Considerations in the Choice of the Appropriate Discount Rate for Evaluating Sovereign Debt Restructurings »

Volume/Issue: 2005/9

Series: IMF Policy Discussion Papers

Author(s): Julie Kozack

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2005

DOI: http://dx.doi.org/10.5089/9781451975840.003

ISBN: 9781451975840

Keywords: Financial crisis, Discount rates, International financial markets, Sovereign debt restructuring, Discount rate, net present value, debt, debt restructuring, debt sustainability, debt service

Assessments regarding the effectiveness of sovereign debt restructurings are often summarized by comparisons of the net present value of debt service before and after the restructuring. These calculations are inher...

Measuring Systemic Risk-Adjusted Liquidity (SRL)
			: A Model Approach

Measuring Systemic Risk-Adjusted Liquidity (SRL) : A Model Approach »

Volume/Issue: 2012/209

Series: IMF Working Papers

Author(s): Andreas Jobst

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

DOI: http://dx.doi.org/10.5089/9781475505597.001

ISBN: 9781475505597

Keywords: Net Stable Funding Ratio (NSFR), extreme value theory, macroprudential regulation, financial institutions, financial stability, present value, liquidity support, financial system, Model Construction and Estimation, Financial Institutions and Services: Government Policy and Regulation

Little progress has been made so far in addressing-in a comprehensive way-the externalities caused by impact of the interconnectedness within institutions and markets on funding and market liquidity risk within fin...