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Coordinating Public Debt and Monetary Management During Financial Reforms

Coordinating Public Debt and Monetary Management During Financial Reforms »

Source: Coordinating Public Debt and Monetary Management During Financial Reforms

Volume/Issue: 1992/84

Series: IMF Working Papers

Author(s): Sérgio Leite

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1992

ISBN: 9781451954395

Keywords: central bank, government securities, public debt, monetary management

The paper analyzes the interplay between public debt and monetary management during financial reforms, and provides suggestions on collaboration between the central bank and the treasury to achieve common objective...

Coordinating Public Debt and Monetary Management During Financial Reforms

Coordinating Public Debt and Monetary Management During Financial Reforms »

Volume/Issue: 1992/84

Series: IMF Working Papers

Author(s): Sérgio Leite

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1992

DOI: http://dx.doi.org/10.5089/9781451954395.001

ISBN: 9781451954395

Keywords: central bank, government securities, public debt, monetary management

The paper analyzes the interplay between public debt and monetary management during financial reforms, and provides suggestions on collaboration between the central bank and the treasury to achieve common objective...

Public Debt Sustainability and Management in a Compound Option Framework

Public Debt Sustainability and Management in a Compound Option Framework »

Volume/Issue: 2010/2

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , and Andre Santos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

DOI: http://dx.doi.org/10.5089/9781451961676.001

ISBN: 9781451961676

Keywords: Asset-liability management, default risk, probabilities, probability, public debt management,

This paper introduces the Asset and Liability Management (ALM) compound option model. The model builds on the observation that the public sector net worth in a multi-period setting corresponds to the value of an op...

Risk Management of Sovereign Assets and Liabilities

Risk Management of Sovereign Assets and Liabilities »

Volume/Issue: 1997/166

Series: IMF Working Papers

Author(s): Marcel Cassard , and D. Folkerts-Landau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1997

DOI: http://dx.doi.org/10.5089/9781451979619.001

ISBN: 9781451979619

Keywords: Sovereign Debt Management, Reserves Management, debt management, central bank, currency debt, currency composition, public debt

In an environment of sizable and volatile capital flows and integrated international capital markets, large and unhedged net external sovereign liabilities expose countries to swings in international asset prices a...

The Role of Fiscal Transfers in Smoothing Regional Shocks
			: Evidence from Existing Federations

The Role of Fiscal Transfers in Smoothing Regional Shocks : Evidence from Existing Federations »

Volume/Issue: 2016/141

Series: IMF Working Papers

Author(s): Tigran Poghosyan , Abdelhak Senhadji , and Carlo Cottarelli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 July 2016

DOI: http://dx.doi.org/10.5089/9781498379601.001

ISBN: 9781498379601

Keywords: public debt cycles, credit cycles, asset price cycles, duration analysis

We assess the extent to which fiscal transfers smooth regional shocks in three large federations: the U.S., Canada, and Australia. We find that fiscal transfers offset 4-11 percent of idiosyncratic shocks (risk-sha...

Public Debt Sustainability and Management in a Compound Option Framework

Public Debt Sustainability and Management in a Compound Option Framework »

Source: Public Debt Sustainability and Management in a Compound Option Framework

Volume/Issue: 2010/2

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , and Andre Santos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451961676

Keywords: Asset-liability management, default risk, probabilities, probability, public debt management,

This paper introduces the Asset and Liability Management (ALM) compound option model. The model builds on the observation that the public sector net worth in a multi-period setting corresponds to the value of an op...

Risk Management of Sovereign Assets and Liabilities

Risk Management of Sovereign Assets and Liabilities »

Source: Risk Management of Sovereign Assets and Liabilities

Volume/Issue: 1997/166

Series: IMF Working Papers

Author(s): Marcel Cassard , and D. Folkerts-Landau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1997

ISBN: 9781451979619

Keywords: Sovereign Debt Management, Reserves Management, debt management, central bank, currency debt, currency composition, public debt

In an environment of sizable and volatile capital flows and integrated international capital markets, large and unhedged net external sovereign liabilities expose countries to swings in international asset prices a...

The Role of Fiscal Transfers in Smoothing Regional Shocks

The Role of Fiscal Transfers in Smoothing Regional Shocks »

Source: The Role of Fiscal Transfers in Smoothing Regional Shocks : Evidence from Existing Federations

Volume/Issue: 2016/141

Series: IMF Working Papers

Author(s): Tigran Poghosyan , Abdelhak Senhadji , and Carlo Cottarelli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 July 2016

ISBN: 9781498379601

Keywords: public debt cycles, credit cycles, asset price cycles, duration analysis

We assess the extent to which fiscal transfers smooth regional shocks in three large federations: the U.S., Canada, and Australia. We find that fiscal transfers offset 4-11 percent of idiosyncratic shocks (risk-sha...