Search Results

You are looking at 1 - 6 of 6 items :

  • Keyword: default x
Clear All Modify Search
The Cost of Aggressive Sovereign Debt Policies

The Cost of Aggressive Sovereign Debt Policies »

Source: The Cost of Aggressive Sovereign Debt Policies : How Much is theprivate Sector Affected?

Volume/Issue: 2009/29

Series: IMF Working Papers

Author(s): Christoph Trebesch

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

ISBN: 9781451871760

Keywords: Sovereign Default, Reputation Spillovers, debt policies, debt crisis, external borrowing,

This paper proposes a new empirical measure of cooperative versus conflictual crisis resolution following sovereign default and debt distress. The index of government coerciveness is presented as a proxy for excusa...

Default Premium

Default Premium »

Source: Default Premium

Volume/Issue: 2015/167

Series: IMF Working Papers

Author(s): Luis Catão , and Rui Mano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 July 2015

ISBN: 9781513523507

Keywords: Country Risk, Interest Rate Spread, Haircut, market, debt, default, interest, interest rate, International Lending and Debt Problems, General

We re-assess the view that sovereigns with a history of default are charged only a small and/or short-lived premium on the interest rate warranted by observed fundamentals. Our reassessment uses a metric of such a...

Sovereign Credit Ratings Methodology

Sovereign Credit Ratings Methodology »

Source: Sovereign Credit Ratings Methodology : An Evaluation

Volume/Issue: 2002/170

Series: IMF Working Papers

Author(s): Ashok Bhatia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2002

ISBN: 9781451858433

Keywords: early warning, risk, sovereign, vulnerability, bonds, bond, financial system, sovereign default, external debt, Market Structure and Pricing: General

This paper describes and evaluates the sovereign credit ratings methodologies of Standard & Poor's, Moody's Investors Service, and Fitch Ratings. A simple definition of ratings failure-based on ratings stability-is...

The Cost of Aggressive Sovereign Debt Policies
			: How Much is theprivate Sector Affected?

The Cost of Aggressive Sovereign Debt Policies : How Much is theprivate Sector Affected? »

Volume/Issue: 2009/29

Series: IMF Working Papers

Author(s): Christoph Trebesch

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

DOI: http://dx.doi.org/10.5089/9781451871760.001

ISBN: 9781451871760

Keywords: Sovereign Default, Reputation Spillovers, debt policies, debt crisis, external borrowing,

This paper proposes a new empirical measure of cooperative versus conflictual crisis resolution following sovereign default and debt distress. The index of government coerciveness is presented as a proxy for excusa...

Default Premium

Default Premium »

Volume/Issue: 2015/167

Series: IMF Working Papers

Author(s): Luis Catão , and Rui Mano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 July 2015

DOI: http://dx.doi.org/10.5089/9781513523507.001

ISBN: 9781513523507

Keywords: Country Risk, Interest Rate Spread, Haircut, market, debt, default, interest, interest rate, International Lending and Debt Problems, General

We re-assess the view that sovereigns with a history of default are charged only a small and/or short-lived premium on the interest rate warranted by observed fundamentals. Our reassessment uses a metric of such a...

Sovereign Credit Ratings Methodology
			: An Evaluation

Sovereign Credit Ratings Methodology : An Evaluation »

Volume/Issue: 2002/170

Series: IMF Working Papers

Author(s): Ashok Bhatia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2002

DOI: http://dx.doi.org/10.5089/9781451858433.001

ISBN: 9781451858433

Keywords: early warning, risk, sovereign, vulnerability, bonds, bond, financial system, sovereign default, external debt, Market Structure and Pricing: General

This paper describes and evaluates the sovereign credit ratings methodologies of Standard & Poor's, Moody's Investors Service, and Fitch Ratings. A simple definition of ratings failure-based on ratings stability-is...