The Fund’s Lending Framework and Sovereign Debt—Further Considerations—Annexes
Author: International Monetary Fund
Publication Date:
04 Sep 2015
eISBN:
9781498344739
Language:
English
Keywords:
PP; fund's lending framework; lending; further consideration; annex; framework
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The Fund's Lending Framework and Sovereign Debt-Further Considerations

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Cover Policy Papers
The Fund's Lending Framework and Sovereign Debt-Further Considerations
Author: International Monetary Fund
Volume/Issue:
Volume 2015: Issue 048
Publisher:
International Monetary Fund
ISBN:
9781498344739
ISSN:
2663-3493
Pages:
99
DOI:
https://doi.org/10.5089/9781498344739.007

Emerging and Advanced Economies Short-Term Sovereign Debt 1/

(at original maturity, in percent of total debt)

Emerging and Low-income Countries

(in percent of total debt)

World Sovereign Debt 1/

(in percent)

Foreign-law Governed Sovereign Bonds: Jurisdictions

(as of July 2014)

Emerging Market Economies: Public Sector Debt in Foreign Currency or Linked to the Exchange Rate

Holders of Government Debt, end-2013

(in percent of total)

Foreign Holders of Sovereign Debt, 2004–13

(in trillions of U.S. dollars)

Sovereign Credit Default Swap Spreads

(in basis points)

OTC Derivatives. Gross Market Values

(in trillions of U.S. dollars)

Decision Rule on Loss of Market Access

Argentina: Loss of Market Access

Duration of LMA and Fiscal Fundamentals

Portugal: Behavior of Market Indicators Around LMA

(in bps and US$ millions)

Behavior of Sovereign Spreads Around LMA 1/

in basis points, t=0 time of loss of market access

Behavior of Credit Ratings Around LMA 1/

in basis points, t=0 time of loss of market access

Nonresident Holdings of Government Debt in Selected Countries

Share of Local Currency Long-term Debt Prior to LMA in Selected Countries

(in percent)

Yield Curves Behavior Prior to LMA in Selected Countries