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Fiscal Space1

Fiscal Space1 »

Source: Fiscal Space

Volume/Issue: 2010/11

Series: IMF Staff Position Notes

Author(s): Jonathan Ostry , Atish Ghosh , Jun Kim , and Mahvash Qureshi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2010

ISBN: 9781455228010

Keywords: Developed countries, Debt management, Public debt, Fiscal sustainability, Fiscal policy, fiscal sustainability, debt dynamics, debt, interest, primary balance

In this note, the authors reexamine the issue of debt sustainability in a large group of advanced economies. Their hypothesis is that, when debt is in a moderate range, its dynamics are sustainable in the sense tha...

Fiscal Space

Fiscal Space »

Volume/Issue: 2010/11

Series: IMF Staff Position Notes

Author(s): Jonathan Ostry , Atish Ghosh , Jun Kim , and Mahvash Qureshi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2010

DOI: http://dx.doi.org/10.5089/9781455228010.004

ISBN: 9781455228010

Keywords: Developed countries, Debt management, Public debt, Fiscal sustainability, Fiscal policy, fiscal sustainability, debt dynamics, debt, interest, primary balance

In this note, the authors reexamine the issue of debt sustainability in a large group of advanced economies. Their hypothesis is that, when debt is in a moderate range, its dynamics are sustainable in the sense tha...

A New Heuristic Measure of Fragility and Tail Risks
			: Application to Stress Testing

A New Heuristic Measure of Fragility and Tail Risks : Application to Stress Testing »

Volume/Issue: 2012/216

Series: IMF Working Papers

Author(s): Christian Schmieder , Tidiane Kinda , Nassim Taleb , Elena Loukoianova , and Elie Canetti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

DOI: http://dx.doi.org/10.5089/9781475505665.001

ISBN: 9781475505665

Keywords: Stability, debt dynamics, sovereign debt, net debt, banking,

This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to public debt. Stress testing can be seen as a first order test of the level of potential negative...

A New Heuristic Measure of Fragility and Tail Risks

A New Heuristic Measure of Fragility and Tail Risks »

Source: A New Heuristic Measure of Fragility and Tail Risks : Application to Stress Testing

Volume/Issue: 2012/216

Series: IMF Working Papers

Author(s): Christian Schmieder , Tidiane Kinda , Nassim Taleb , Elena Loukoianova , and Elie Canetti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505665

Keywords: Stability, debt dynamics, sovereign debt, net debt, banking,

This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to public debt. Stress testing can be seen as a first order test of the level of potential negative...