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Haircuts

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Source: Haircuts : Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005

Volume/Issue: 2005/137

Series: IMF Working Papers

Author(s): Jeronimo Zettelmeyer , and Federico Sturzenegger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2005

ISBN: 9781451861563

Keywords: Defaults, bond, bonds, debt, present value, discount rate, International Lending and Debt Problems,

This paper estimates bond-by-bond "haircuts"-realized investor losses-in recent debt restructurings in Russia, Ukraine, Pakistan, Ecuador, Argentina, and Uruguay. We consider both external and domestic retructuring...

Intercreditor Distribution in Sovereign Debt Restructuring

Intercreditor Distribution in Sovereign Debt Restructuring »

Source: Intercreditor Distribution in Sovereign Debt Restructuring

Volume/Issue: 2004/183

Series: IMF Working Papers

Author(s): Ousmene Mandeng

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2004

ISBN: 9781451859348

Keywords: Aggregation problem, collective action, intercreditor equity, present value, debt restructuring, sovereign debt, discount rate, sovereign debt restructuring, International Lending and Debt Problems,

Intercreditor equity represents one of the main objectives of bankruptcy proceedings. Yet, recent restructurings of sovereign debt suggest that violation of intercreditor equity is common. While existing contractua...

Haircuts
			: Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005

Haircuts : Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005 »

Volume/Issue: 2005/137

Series: IMF Working Papers

Author(s): Jeronimo Zettelmeyer , and Federico Sturzenegger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2005

DOI: http://dx.doi.org/10.5089/9781451861563.001

ISBN: 9781451861563

Keywords: Defaults, bond, bonds, debt, present value, discount rate, International Lending and Debt Problems,

This paper estimates bond-by-bond "haircuts"-realized investor losses-in recent debt restructurings in Russia, Ukraine, Pakistan, Ecuador, Argentina, and Uruguay. We consider both external and domestic retructuring...

Intercreditor Distribution in Sovereign Debt Restructuring

Intercreditor Distribution in Sovereign Debt Restructuring »

Volume/Issue: 2004/183

Series: IMF Working Papers

Author(s): Ousmene Mandeng

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2004

DOI: http://dx.doi.org/10.5089/9781451859348.001

ISBN: 9781451859348

Keywords: Aggregation problem, collective action, intercreditor equity, present value, debt restructuring, sovereign debt, discount rate, sovereign debt restructuring, International Lending and Debt Problems,

Intercreditor equity represents one of the main objectives of bankruptcy proceedings. Yet, recent restructurings of sovereign debt suggest that violation of intercreditor equity is common. While existing contractua...