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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...

Sub-National Credit Risk and Sovereign Bailouts: Who Pays the Premium?

Sub-National Credit Risk and Sovereign Bailouts: Who Pays the Premium? »

Source: Sub-National Credit Risk and Sovereign Bailouts : Who Pays the Premium?

Volume/Issue: 2014/20

Series: IMF Working Papers

Author(s): Eva Jenkner , and Zhongjin Lu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 January 2014

ISBN: 9781484398876

Keywords: sub-national public finances, sovereign risk premium, bailout, bond, bond yields, bonds, financial sector, bond market, State and Local Borrowing,

Studies have shown that markets may underprice sub-national governments' risk on the implicit assumption that these entities would be bailed out by their central government in case of financial difficulties. Howeve...

The Use of Mortgage Covered Bonds

The Use of Mortgage Covered Bonds »

Source: The Use of Mortgage Covered Bonds

Volume/Issue: 2007/20

Series: IMF Working Papers

Author(s): Renzo Avesani , Elina Ribakova , and Antonio Garcia Pascual

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2007

ISBN: 9781451865844

Keywords: Mortgage covered bonds, asset swap spreads, market based indicators, mortgage, bonds, bond, mortgages, mortgage loans, General Financial Markets: General (includes Measurement and Data),

The rapid mortgage credit growth experienced in recent years in mature and emerging countries has raised some stability concerns. Many European credit institutions in mature markets have reacted by increasing secur...

Paths to Eurobonds

Paths to Eurobonds »

Source: Paths to Eurobonds

Volume/Issue: 2012/172

Series: IMF Working Papers

Author(s): Ashoka Mody , Stijn Claessens , and Shahin Vallée

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2012

ISBN: 9781475505207

Keywords: Eurobonds, eurozone, fiscal risk-sharing, bonds, bond, financial markets, moral hazard, Financial Markets and the Macroeconomy, International Monetary Arrangements and Institutions, Financial Aspects of Economic Integration

This paper discusses proposals for common euro area sovereign securities. Such instruments can potentially serve two functions: in the short-term, stabilize financial markets and banks and, in the medium-term, help...

Can Covered Bonds Resuscitate Residential Mortgage Finance in the United States?1

Can Covered Bonds Resuscitate Residential Mortgage Finance in the United States?1 »

Source: Can Covered Bonds Resuscitate Residential Mortgage Finance in the United States?

Volume/Issue: 2010/277

Series: IMF Working Papers

Author(s): Jay Surti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

ISBN: 9781455210848

Keywords: Covered bonds, mortgage-backed securities, personal bankruptcy, bond, bonds, mortgage, bond holders, mortgage loans, General Financial Markets: Government Policy and Regulation, Other Substantive Areas of Law: Other

This paper considers the case for mortgage covered bonds as an alternative to the originate-to-distribute mortgage funding model. It argues that the economic incentives provided to market participants under the cov...

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...

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 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...