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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 1, 2012
Subject(s): Debt relief | Debt restructuring | Developing countries | Domestic debt | Emerging markets | Sovereign debt
Author's keyword(s):
Sovereign Default
| Debt Restructuring
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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 1, 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
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3. |
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 1, 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
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4. |
Title:
Mortgage Defaults
Author/Editor: Hatchondo, Juan Carlos ; Martinez, Leonardo ; Sanchez, Juan M.
Series: Working Paper No. 12/26
Published: January 1, 2012
Subject(s): Bankruptcy | Economic models | Housing prices | United States
Author's keyword(s):
Mortgage
| default
| life cycle
| down payment
| garnishment
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5. |
Title:
Bank Capital Adequacy in Australia
Author/Editor: Jang, B. ; Sheridan, Niamh
Series: Working Paper No. 12/25
Published: January 1, 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
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6. |
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 1, 2012
Subject(s): Credit risk | Risk management | Sovereign debt
Author's keyword(s):
Sovereign ratings
| credit rating agencies
| credit default swap
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7. |
Title:
How Costly Are Debt Crises?
Author/Editor: Furceri, Davide ; Zdzienicka, Aleksandra
Series: Working Paper No. 11/280
Published: December 1, 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
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8. |
Title:
Credit Growth and Bank Soundness: Fast and Furious?
Author/Editor: Igan, Deniz ; Pinheiro, Marcelo
Series: Working Paper No. 11/278
Published: December 1, 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
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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 1, 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.
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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 1, 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
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11. |
Title:
Assessing Fiscal Stress
Author/Editor: Baldacci, Emanuele ; Petrova, Iva ; Belhocine, Nazim ; Dobrescu, Gabriela
Series: Working Paper No. 11/100
Published: May 1, 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
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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 1, 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
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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 1, 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.
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14. |
Title:
Inequality, Leverage and Crises
Author/Editor: Kumhof, Michael ; Ranciere, Romain
Series: Working Paper No. 10/268
Published: November 1, 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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15. |
Title:
Growth and Crisis, Unavoidable Connection?
Author/Editor: Piazza, Roberto
Series: Working Paper No. 10/267
Published: November 1, 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.
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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 1, 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
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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 1, 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
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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 1, 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
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19. |
Title:
Macro-Hedging for Commodity Exporters
Author/Editor: Borensztein, Eduardo ; Jeanne, Olivier ; Sandri, Damiano
Series: Working Paper No. 09/229
Published: October 1, 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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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 1, 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.
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