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Market Valuation of Illiquid Debt and Implications for Conflicts Among Creditors

Market Valuation of Illiquid Debt and Implications for Conflicts Among Creditors »

Source: Market Valuation of Illiquid Debt and Implications for Conflicts Among Creditors

Volume/Issue: 1990/88

Series: IMF Working Papers

Author(s): Leonardo Bartolini , and Avinash Dixit

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1990

ISBN: 9781451952629

Keywords: claims, claim, repayment capacity, debt renegotiation

We develop a formula for the market value of debt when the borrower’s repayment capacity varies stochastically, and shortfalls are rolled over. The value of a marginal dollar of nominal claim is an S-shaped...

The Evaluation of Debt Exchanges

The Evaluation of Debt Exchanges »

Source: The Evaluation of Debt Exchanges

Volume/Issue: 1990/9

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1990

ISBN: 9781451927085

Keywords: claims, debt reduction, claim, contractual obligations, net debt

An approach is presented for analyzing debt-for-debt exchanges from the perspective of the exchange’s impact on the country’s contractual obligations and from the perspective of the creditors whose pa...

Recording Insurance Transactions in the Balance of Payments1/

Recording Insurance Transactions in the Balance of Payments1/ »

Source: Recording Insurance Transactions in the Balance of Payments

Volume/Issue: 1995/72

Series: IMF Working Papers

Author(s): Peter Harper

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1995

ISBN: 9781451849288

Keywords: claims, life insurance, policyholders, insurance transactions

Insurance enterprises provide services, called insurance services, to policyholders. The values of such services are seldom, if ever, directly apparent; rather these values are implicitly entwined within the paymen...

Foreign Banks in the CESE Countries

Foreign Banks in the CESE Countries »

Source: Foreign Banks in the CESE Countries : In for a Penny, in for a Pound?

Volume/Issue: 2009/54

Series: IMF Working Papers

Author(s): Li Ong , and Andrea Maechler

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2009

ISBN: 9781451872026

Keywords: Contagion, cross-border claims, home, host, local affiliates of foreign banks, claims, bank claims, bank for international settlements, banking sector,

The aim of this paper is to construct a comprehensive and consistent dataset to analyze the potential risks from foreign bank lending, for both the creditor and borrower countries of Central, Eastern and South-East...

Countercyclical Macro Prudential Policies in a Supporting Role to Monetary Policy

Countercyclical Macro Prudential Policies in a Supporting Role to Monetary Policy »

Source: Countercyclical Macro Prudential Policies in a Supporting Role to Monetary Policy

Volume/Issue: 2009/257

Series: IMF Working Papers

Author(s): Papa N'Diaye

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2009

ISBN: 9781451874037

Keywords: macro prudentials, contingent claim analysis, aggregate demand, monetary fund,

This paper explores how prudential regulations can support monetary policy in reducing output fluctuations while maintaining financial stability. It uses a new framework that blends a standard model for monetary po...

Bilateral Financial Linkages and Global Imbalances

Bilateral Financial Linkages and Global Imbalances »

Source: Bilateral Financial Linkages and Global Imbalances : a View on The Eve of the Financial Crisis

Volume/Issue: 2010/257

Series: IMF Working Papers

Author(s): Gian Milesi-Ferretti , Natalia Tamirisa , and Francesco Strobbe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2010

ISBN: 9781455209576

Keywords: International financial integration, claims, fdi, portfolio investment, foreign exchange reserves,

We present a novel and comprehensive dataset of bilateral gross and net external positions in various financial instruments for the main advanced and emerging economies and regions, designed to improve our understa...

Reforming the Legal and Institutional Framework for the Enforcement of Civil and Commercial Claims in Portugal

Reforming the Legal and Institutional Framework for the Enforcement of Civil and Commercial Claims in Portugal »

Source: Reforming the Legal and Institutional Framework for the Enforcement of Civil and Commercial Claims in Portugal

Volume/Issue: 2015/279

Series: IMF Working Papers

Author(s): Sebastiaan Pompe , and Wolfgang Bergthaler

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 December 2015

ISBN: 9781498387989

Keywords: judicial reform, civil and commercial claims enforcement, macro-criticality, courts, enforcement, claims, debt, credit, investment, General

This paper discusses the recent major reforms in the area of civil and commercial claims enforcement undertaken by the Portuguese authorities in the context of the IMF/EU-supported adjustment program. The economic...

The Contingent Claims Approach to Corporate Vulnerability Analysis

The Contingent Claims Approach to Corporate Vulnerability Analysis »

Source: The Contingent Claims Approach to Corporate Vulnerability Analysis : Estimating Default Risk and Economy-Wide Risk Transfer

Volume/Issue: 2004/121

Series: IMF Working Papers

Author(s): Yingbin Xiao , Dale Gray , Cheng Lim , and Michael Gapen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

ISBN: 9781451854411

Keywords: Contingent claims approach, Corporate sector vulnerability, financial sector, option pricing, capital markets, hedging, international capital markets, Contigent claims approach,

In this paper, we examine the ability of the contingent claims approach (CCA) to identify corporate sector and economy-wide vulnerabilities. We apply the Moody's MfRisk model, which uses aggregated CCA principles,...

Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System

Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System »

Source: Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System

Volume/Issue: 2008/89

Series: IMF Working Papers

Author(s): Dale Gray , and James Walsh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2008

ISBN: 9781451869507

Keywords: contingent claims analysis, factor model, VAR, probability, banking, probabilities, probability of default, correlation,

This paper derives risk indicators for the major Chilean banks based on contingent claims analysis, an extension of Black-Scholes-Merton option-pricing theory. These risk indicators are clearly tied to macroeconomi...

From Subprime Loans to Subprime Growth? Evidence for the Euro Area

From Subprime Loans to Subprime Growth? Evidence for the Euro Area »

Source: From Subprime Loans to Subprime Growth? Evidence for the Euro Area

Volume/Issue: 2009/69

Series: IMF Working Papers

Author(s): Martin Cihak , and Petya Koeva Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2009

ISBN: 9781451872163

Keywords: linkages, contingent claims approach, bond, bank lending, corporate bond, bank loan,

The global financial crisis has highlighted the potential of financial conditions for influencing real economic activity. We examine the linkages between the financial and real sectors in the euro area, finding tha...