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CDS Spreads in European Periphery

CDS Spreads in European Periphery »

Source: CDS Spreads in European Periphery : Some Technical Issues to Consider

Volume/Issue: 2012/77

Series: IMF Working Papers

Author(s): Manmohan Singh , and Mohsan Bilal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

ISBN: 9781475502299

Keywords: CDS spreads, peripheral Europe, stochastic recovery rate, probability of default, collateral use in OTC derivatives, price of risk, otc, bonds, derivative, bond

This paper looks at some technical issues when using CDS data, and if these are incorporated, the analysis or regression results are likely to benefit. The paper endorses the use of stochastic recovery in CDS model...

Euro Area Policies: Selected Issues

Euro Area Policies: Selected Issues »

Source: Euro Area Policies : Selected Issues Paper

Volume/Issue: 2013/232

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. European Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 July 2013

ISBN: 9781484347850

Keywords: bond, bonds, money market, deposit rates, money market rates

This Selected Issues paper on Euro Area Policies 2013 Article IV Consultation highlights the monetary transmission mechanism and monetary policies. The European Central Bank has announced the Outright Monetary Tran...

Euro Area Policies: Selected Issues

Euro Area Policies: Selected Issues »

Source: Euro Area Policies : Selected Issues Paper

Volume/Issue: 2013/232

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. European Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 July 2013

ISBN: 9781484347850

Keywords: bond, bonds, money market, deposit rates, money market rates

This Selected Issues paper on Euro Area Policies 2013 Article IV Consultation highlights the monetary transmission mechanism and monetary policies. The European Central Bank has announced the Outright Monetary Tran...

Euro Area Policies: Selected Issues

Euro Area Policies: Selected Issues »

Source: Euro Area Policies : Selected Issues Paper

Volume/Issue: 2013/232

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. European Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 July 2013

ISBN: 9781484347850

Keywords: bond, bonds, money market, deposit rates, money market rates

This Selected Issues paper on Euro Area Policies 2013 Article IV Consultation highlights the monetary transmission mechanism and monetary policies. The European Central Bank has announced the Outright Monetary Tran...

Euro Area Sovereign Risk During the Crisis1

Euro Area Sovereign Risk During the Crisis1 »

Source: Euro Area Sovereign Risk During the Crisis

Volume/Issue: 2009/222

Series: IMF Working Papers

Author(s): Edda Zoli , and Silvia Sgherri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873696

Keywords: Sovereign Spreads, Global Risk Repricing, bond, sovereign bond, bonds,

While the use of public resources is critical to cushion the impact of the financial crisis on the euro-area economy, it is key that the entailed fiscal costs not be seen by markets as undermining fiscal sustainabi...

The Eurozone Crisis

The Eurozone Crisis »

Source: The Eurozone Crisis : How Banks and Sovereigns Came to Be Joined At the Hip

Volume/Issue: 2011/269

Series: IMF Working Papers

Author(s): Damiano Sandri , and Ashoka Mody

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463925215

Keywords: sovereign spreads, stock market, eurozone, Bear Stearns, Anglo Irish, public debt, bonds, sovereign bond, debt ratios, Macroeconomic - Aspects Of Public Finance

We use the rise and dispersion of sovereign spreads to tell the story of the emergence and escalation of financial tensions within the eurozone. This process evolved through three stages. Following the onset of the...

Euro Area Policies
			: Selected Issues Paper

Euro Area Policies : Selected Issues Paper »

Volume/Issue: 2013/232

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. European Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 July 2013

DOI: http://dx.doi.org/10.5089/9781484347850.002

ISBN: 9781484347850

Keywords: bond, bonds, money market, deposit rates, money market rates

This Selected Issues paper on Euro Area Policies 2013 Article IV Consultation highlights the monetary transmission mechanism and monetary policies. The European Central Bank has announced the Outright Monetary Tran...

Portugal
			: Selected Issues and Statistical Appendix

Portugal : Selected Issues and Statistical Appendix »

Volume/Issue: 1998/127

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 January 1999

DOI: http://dx.doi.org/10.5089/9781451832112.002

ISBN: 9781451832112

Keywords: banking, bank of portugal, banking system, financial liberalization, bonds

This Selected Issues paper and Statistical Appendix on Portugal attempts to 'feel the pulse' of Portugal's banking system on the eve of European Monetary Union. It surveys the reforms of the financial sector, explo...

CDS Spreads in European Periphery
			: Some Technical Issues to Consider

CDS Spreads in European Periphery : Some Technical Issues to Consider »

Volume/Issue: 2012/77

Series: IMF Working Papers

Author(s): Manmohan Singh , and Mohsan Bilal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

DOI: http://dx.doi.org/10.5089/9781475502299.001

ISBN: 9781475502299

Keywords: CDS spreads, peripheral Europe, stochastic recovery rate, probability of default, collateral use in OTC derivatives, price of risk, otc, bonds, derivative, bond

This paper looks at some technical issues when using CDS data, and if these are incorporated, the analysis or regression results are likely to benefit. The paper endorses the use of stochastic recovery in CDS model...

Euro Area Sovereign Risk During the Crisis

Euro Area Sovereign Risk During the Crisis »

Volume/Issue: 2009/222

Series: IMF Working Papers

Author(s): Edda Zoli , and Silvia Sgherri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

DOI: http://dx.doi.org/10.5089/9781451873696.001

ISBN: 9781451873696

Keywords: Sovereign Spreads, Global Risk Repricing, bond, sovereign bond, bonds,

While the use of public resources is critical to cushion the impact of the financial crisis on the euro-area economy, it is key that the entailed fiscal costs not be seen by markets as undermining fiscal sustainabi...