Publications Search Results

September 04, 2015
 

The Search found 68 of 14461 documents sorted by Date with the following criteria:
Subject/Keyword: default

 
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1. Title: Assessing Default Risks for Chinese Firms : A Lost Cause?
  Author/Editor: Daniel Law ; Shaun K. Roache
  Series: IMF Working Papers
  Published: June 26, 2015
  Subject(s): Default | Corporate sector | Credit risk | China | Public non-financial corporations
 
 
2. Title: High Liquidity Creation and Bank Failures
  Author/Editor: Zuzana Fungacova ; Rima Turk ; Laurent Weill
  Series: IMF Working Papers
  Published: May 06, 2015
  Subject(s): Banking sector | Bank liquidity | Default | Russian Federation
 
 
3. Title: Market Signals and the Cost of Credit Risk Protection: An Analysis of CDS Settlement Auctions
  Author/Editor: L. Zanforlin ; Nobuyuki Kanazawa
  Series: IMF Working Papers
  Published: December 24, 2014
  Subject(s): Credit default swap | Financial markets | Credit risk | Bonds | Auctions
 
 
4. Title: Non-Defaultable Debt and Sovereign Risk
  Author/Editor: Juan Carlos Hatchondo ; Leonardo Martinez ; Yasin Kursat Onder
  Series: IMF Working Papers
  Published: October 28, 2014
  Subject(s): Sovereign debt defaults | Sovereign risk | Debt buyback arrangements | Eurobond markets | Bond issues | Econometric models
 
 
5. Title: Optimal Maturity Structure of Sovereign Debt in Situation of Near Default
  Author/Editor: Gabriel Desgranges ; CĂ©line Rochon
  Series: IMF Working Papers
  Published: September 12, 2014
  Subject(s): Sovereign debt | Debt burden | Default | Financial institutions | Econometric models
 
 
6. Title: Banks, Government Bonds, and Default: What do the Data Say?
  Author/Editor: Nicola Gennaioli ; Alberto Martin ; Stefano Rossi
  Series: IMF Working Papers
  Published: July 08, 2014
  Subject(s): Banks | Government securities | Bonds | Sovereign risk | Return on investment | Sovereign debt defaults | Banking crisis
 
 
7. Title: Sovereign Debt Restructurings 1950-2010 : Literature Survey, Data, and Stylized Facts
  Author/Editor: Christoph Trebesch ; Michael G Papaioannou ; Udaibir S. Das
  Series: IMF Working Papers
  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
 
8. Title: CDS Spreads in European Periphery : Some Technical Issues to Consider
  Author/Editor: Manmohan Singh ; Mohsan Bilal
  Series: IMF Working Papers
  Published: March 01, 2012
  Subject(s): Economic models
  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
 
9. Title: Bank Capital Adequacy in Australia
  Author/Editor: Niamh Sheridan ; B. Jang
  Series: IMF Working Papers
  Published: January 01, 2012
  Subject(s): Bank supervision | Banking sector | Capital
  Author's Keyword(s): Australia | Canada | Basel II | Basel III | capital | loss given default | probability of default | stress tests
 
10. Title: Fiscal Rules and the Sovereign Default Premium
  Author/Editor: Juan Carlos Hatchondo ; Francisco Roch ; Leonardo Martinez
  Series: IMF Working Papers
  Published: January 01, 2012
  Subject(s): Debt restructuring | Economic models | Fiscal consolidation | 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
 
11. Title: Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings
  Author/Editor: John Kiff ; Sylwia Nowak ; Liliana Schumacher
  Series: IMF Working Papers
  Published: January 01, 2012
  Subject(s): Credit risk | Risk management | Sovereign debt
  Author's Keyword(s): Sovereign ratings | credit rating agencies | credit default swap
 
12. Title: Mortgage Defaults
  Author/Editor: Hatchondo, Juan Carlos ; Martinez, Leonardo ; Sanchez, Juan M.
  Published: January 01, 2012
  Subject(s): Bankruptcy | Economic models | Housing prices | United States
  Author's Keyword(s): Mortgage | default | life cycle | down payment | garnishment
 
13. Title: Credit Growth and Bank Soundness : Fast and Furious?
  Author/Editor: Deniz Igan ; Marcelo Pinheiro
  Series: IMF Working Papers
  Published: December 01, 2011
  Subject(s): Bank soundness | Banks | Credit expansion | Economic models
  Author's Keyword(s): Credit growth | credit boom | bank soundness | distance to default
 
14. Title: How Costly Are Debt Crises?
  Author/Editor: Davide Furceri ; Aleksandra Zdzienicka
  Series: IMF Working Papers
  Published: December 01, 2011
  Subject(s): Economic models | Gross domestic product | Sovereign debt
  Author's Keyword(s): output losses | debt crises | sovereign defaults
 
15. Title: Is there a Role for Funding in Explaining Recent U.S. Banks' Failures?
  Author/Editor: Pierluigi Bologna
  Series: IMF Working Papers
  Published: July 01, 2011
  Subject(s): Bank supervision | Banking crisis | Banks | 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.
 
16. Title: A General Equilibrium Model of Sovereign Default and Business Cycles
  Author/Editor: Vivian Z. Yue ; Enrique G. Mendoza
  Series: IMF Working Papers
  Published: July 01, 2011
  Subject(s): Credit risk | Economic models | Emerging markets | External debt | Sovereign debt
  Author's Keyword(s): Sovereign default | business cycles | country risk | external debt
 
17. Title: Assessing Fiscal Stress
  Author/Editor: Gabriela Dobrescu ; Iva Petrova ; Nazim Belhocine ; Emanuele Baldacci
  Series: IMF Working Papers
  Published: May 01, 2011
  Subject(s): Developed countries | Developing countries | Economic models | Fiscal sustainability | Sovereign debt
  Author's Keyword(s): fiscal stress | fiscal vulnerability | public debt crises | sovereign default
 
18. Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
  Author/Editor: Miguel A. Segoviano Basurto ; Raphael A. Espinoza
  Series: IMF Working Papers
  Published: April 01, 2011
  Subject(s): Bankruptcy | Banks | Credit risk | Economic models | Risk premium
  Author's Keyword(s): Price of risk | credit default swap | CDS | risk-neutral probability
 
19. Title: Debt Dilution and Sovereign Default Risk
  Author/Editor: Leonardo Martinez ; Juan Carlos Hatchondo ; Cesar Sosa Padilla
  Series: IMF Working Papers
  Published: March 01, 2011
  Subject(s): Bonds | Credit risk | Debt reduction | Economic models | Emerging markets | Interest rates on loans | Sovereign debt
  Author's Keyword(s): Sovereign Default | Endogenous Borrowing Constraints | Long-term Debt | Debt Dilution | Overborrowing | Markov Perfect Equilibrium.
 
20. Title: Inequality, Leverage and Crises
  Author/Editor: Kumhof, Michael ; Ranciere, Romain
  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.
 

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