Publications Search Results

May 22, 2013

The Search found 62 of 10938 documents sorted by Date with the following criteria:

Subject/Keyword: Default

Results:  [New Search]   [Sort by Author]   [Sort by Title]

Page: 1 2 3 4

1. 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   2. 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   3. 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   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: 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   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: 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   8. 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   9. 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.   10. 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   11. 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   12. 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   13. 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.   14. 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.   15. 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.   16. 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   17. Title: Public Debt Sustainability and Management in a Compound Option Framework   Author/Editor: Chan-Lau, Jorge A. ; Santos, Andre   Series: Working Paper No. 10/2   Published: January 01, 2010   Subject(s): Asset management | Australia | Credit risk | Debt management | Debt sustainability | Economic models | Group of Twenty | Public debt | Public sector | Risk management   Author's Keyword(s): Asset-liability management | debt management | default risk | Australia   18. Title: Sovereign Default Risk and Private Sector Access to Capital in Emerging Markets   Author/Editor: Das, Udaibir S. ; Papaioannou, Michael G. ; Trebesch, Christoph   Series: Working Paper No. 10/10   Published: January 01, 2010   Subject(s): Access to capital markets | Capital flows | Corporate sector | Credit risk | Cross country analysis | Emerging markets | External financing | International capital markets | Private sector | Risk management | Sovereign debt   Author's Keyword(s): Sovereign default | Private sector access | Capital flows | Emerging Markets   19. 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   20. Title: Exposure to Real Estate Losses: Evidence from the US Banks   Author/Editor: Igan, Deniz ; Pinheiro, Marcelo   Series: Working Paper No. 09/79   Published: April 01, 2009   Subject(s): Banking sector | United States | Housing | Commercial banks | Consumer credit | Commercial credit | Real estate prices | Payments arrears | Economic models   Author's Keyword(s): Residential and Commercial Real Estate | Delinquency | Distance to Default.

Results:  [New Search] [Sort by Author] [Sort by Title]

Page: 1 2 3 4

How to Order