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August 02, 2014
 

The Search found 63 of 13615 documents sorted by Date with the following criteria:
Subject/Keyword: Default

 
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1. Title: Banks, Government Bonds, and Default: What do the Data Say?
  Author/Editor: Nicola Gennaioli ; Alberto Martin ; Stefano Rossi
  Series: Working Paper No. 14/120
  Published: July 08, 2014
  Subject(s): Banks | Government securities | Bonds | Sovereign risk | Return on investment | Sovereign debt defaults | Banking crisis
 
 
2. Title: Sovereign Debt Restructurings 1950 - 2010: Literature Survey, Data, and Stylized Facts
  Author/Editor: Das, Udaibir S. ; Papaioannou, Michael G ; Trebesch, Christoph
  Series: Working Paper No. 12/203
  Published: August 01, 2012
  Subject(s): Debt relief | Debt restructuring | Developing countries | Domestic debt | Emerging markets | Sovereign debt
  Author's Keyword(s): Sovereign Default | Debt Restructuring
 
3. Title: CDS Spreads in European Periphery - Some Technical Issues to Consider
  Author/Editor: Bilal, Mohsan ; Singh, Manmohan
  Series: Working Paper No. 12/77
  Published: March 01, 2012
  Subject(s): Bond markets | Bonds | Economic models | Europe
  Author's Keyword(s): CDS spreads | peripheral Europe | stochastic recovery rate | probability of default | collateral use in OTC derivatives | cheapest-to-deliver bonds | price of risk
 
4. Title: Mortgage Defaults
  Author/Editor: Hatchondo, Juan Carlos ; Martinez, Leonardo ; Sanchez, Juan M.
  Series: Working Paper No. 12/26
  Published: January 01, 2012
  Subject(s): Bankruptcy | Economic models | Housing prices | United States
  Author's Keyword(s): Mortgage | default | life cycle | down payment | garnishment
 
5. Title: Bank Capital Adequacy in Australia
  Author/Editor: Jang, B. ; Sheridan, Niamh
  Series: Working Paper No. 12/25
  Published: January 01, 2012
  Subject(s): Bank supervision | Banking sector | Capital | Australia
  Author's Keyword(s): Australia | Canada | Basel II | Basel III | capital | loss given default | probability of default | stress tests
 
6. Title: Fiscal Rules and the Sovereign Default Premium
  Author/Editor: Hatchondo, Juan Carlos ; Martinez, Leonardo ; Roch, Francisco
  Series: Working Paper No. 12/30
  Published: January 01, 2012
  Subject(s): Debt restructuring | Economic models | Fiscal policy | Risk premium | Sovereign debt
  Author's Keyword(s): Fiscal rules | debt ceiling | fiscal consolidation | default | sovereign default premium | debt exchange | countercyclical policy | endogenous borrowing constraints | long-term debt | debt dilution
 
7. Title: Are Rating Agencies Powerful? An Investigation into the Impact and Accuracy of Sovereign Ratings
  Author/Editor: Kiff, John ; Nowak, Sylwia Barbara ; Schumacher, Liliana
  Series: Working Paper No. 12/23
  Published: January 01, 2012
  Subject(s): Credit risk | Risk management | Sovereign debt
  Author's Keyword(s): Sovereign ratings | credit rating agencies | credit default swap
 
8. Title: How Costly Are Debt Crises?
  Author/Editor: Furceri, Davide ; Zdzienicka, Aleksandra
  Series: Working Paper No. 11/280
  Published: December 01, 2011
  Subject(s): Cross country analysis | Economic models | Financial crisis | Gross domestic product | Sovereign debt
  Author's Keyword(s): output losses | debt crises | sovereign defaults
 
9. Title: Credit Growth and Bank Soundness: Fast and Furious?
  Author/Editor: Igan, Deniz ; Pinheiro, Marcelo
  Series: Working Paper No. 11/278
  Published: December 01, 2011
  Subject(s): Bank soundness | Banks | Credit expansion | Cross country analysis | Economic models | Private sector
  Author's Keyword(s): Credit growth | credit boom | bank soundness | distance to default
 
10. Title: Is There a Role for Funding in Explaining Recent U.S. Banks’ Failures?
  Author/Editor: Bologna, Pierluigi
  Series: Working Paper No. 11/180
  Published: July 01, 2011
  Subject(s): Banking crisis | Bank supervision | Basel Core Principles | Deposit insurance | Liquidity | United States
  Author's Keyword(s): Banks | Default | Crises | Liquidity | Funding | Brokered Desposits | Liquidity Regulation | Deposit Insurance | United States.
 
11. Title: A General Equilibrium Model of Sovereign Default and Business Cycles
  Author/Editor: Mendoza, Enrique G. ; Yue, Vivian Z.
  Series: Working Paper No. 11/166
  Published: July 01, 2011
  Subject(s): Sovereign debt | Business cycles | Economic models | External debt | Emerging markets | Credit risk
  Author's Keyword(s): Sovereign default | business cycles | country risk | external debt
 
12. Title: Assessing Fiscal Stress
  Author/Editor: Baldacci, Emanuele ; Petrova, Iva ; Belhocine, Nazim ; Dobrescu, Gabriela
  Series: Working Paper No. 11/100
  Published: May 01, 2011
  Subject(s): Cross country analysis | Developed countries | Developing countries | Economic models | Fiscal risk | Fiscal sustainability | Public debt | Sovereign debt
  Author's Keyword(s): fiscal stress | fiscal vulnerability | public debt crises | sovereign default
 
13. Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
  Author/Editor: Espinoza, Raphael A. ; Segoviano Basurto, Miguel A.
  Series: Working Paper No. 11/75
  Published: April 01, 2011
  Subject(s): Asset prices | Bankruptcy | Banks | Credit risk | Financial crisis | Risk premium
  Author's Keyword(s): Price of risk | credit default swap | CDS | risk-neutral probability
 
14. Title: Debt Dilution and Sovereign Default Risk
  Author/Editor: Hatchondo, Juan Carlos ; Martinez, Leonardo ; Sosa Padilla, Cesar
  Series: Working Paper No. 11/70
  Published: March 01, 2011
  Subject(s): Bond markets | Bonds | Borrowing | Business cycles | Credit risk | Debt reduction | Economic models | Emerging markets | Interest rates on loans | Investment | Sovereign debt
  Author's Keyword(s): Sovereign Default | Endogenous Borrowing Constraints | Long-term Debt | Debt Dilution | Overborrowing | Markov Perfect Equilibrium.
 
15. Title: Inequality, Leverage and Crises
  Author/Editor: Kumhof, Michael ; Ranciere, Romain
  Series: Working Paper No. 10/268
  Published: November 01, 2010
  Subject(s): Borrowing | Consumption | Debt | Economic models | Financial crisis | Financial risk | Financial sector | Household credit | Income distribution | Private sector | United States
  Author's Keyword(s): Income inequality | consumption inequality | income distribution | distributional conflict | leverage | financial crises | default risk | global solution methods.
 
16. Title: Growth and Crisis, Unavoidable Connection?
  Author/Editor: Piazza, Roberto
  Series: Working Paper No. 10/267
  Published: November 01, 2010
  Subject(s): Capital inflows | Capital markets | Credit restraint | Debt sustainability | Economic growth | Economic models | Emerging markets | External borrowing | Financial crisis
  Author's Keyword(s): Growth | sudden stop | default | financial crisis | credit crunch.
 
17. Title: Quantitative Properties of Sovereign Default Models: Solution Methods Matter
  Author/Editor: Hatchondo, Juan Carlos ; Martinez, Leonardo ; Sapriza, Horacio
  Series: Working Paper No. 10/100
  Published: April 01, 2010
  Subject(s): Asset management | Asset prices | Bonds | Business cycles | Credit risk | Economic models | Emerging markets | External borrowing | Interest rates | Sovereign debt
  Author's Keyword(s): Emerging economies | sovereign debt | default | numerical methods
 
18. Title: Sovereign Default Risk and Private Sector Access to Capital in Emerging Markets
  Author/Editor: Das, Udaibir ; Papaioannou, Michael ; Trebesch, Christoph
  Series: Working Paper No. 10/10
  Published: January 01, 2010
  Subject(s): Capital flows | Emerging markets | Access to capital markets | Corporate sector | Credit risk | External financing | Risk management | Sovereign debt
  Author's Keyword(s): Sovereign default | Private sector access | Capital flows | Emerging Markets
 
19. Title: Public Debt Sustainability and Management in a Compound Option Framework
  Author/Editor: Chan-Lau, Jorge ; Santos, Andre
  Series: Working Paper No. 10/2
  Published: January 01, 2010
  Subject(s): Debt management | Asset management | Credit risk | Debt sustainability | Economic models | Group of Twenty | Public debt | Risk management
  Author's Keyword(s): Asset-liability management | debt management | default risk | Australia
 
20. Title: Macro-Hedging for Commodity Exporters
  Author/Editor: Borensztein, Eduardo ; Jeanne, Olivier ; Sandri, Damiano
  Series: Working Paper No. 09/229
  Published: October 01, 2009
  Subject(s): Commodities | Commodity price fluctuations | Cross country analysis | Developing countries | Economic models | Export earnings | Export markets | Financial instruments | Financial risk | Hedge funds | International trade | Risk management
  Author's Keyword(s): hedging | commodity exports | precautionary savings | international reserves | futures | options | default
 

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