Publications Search Results

March 06, 2015

The search found 66 of 13231 documents sorted by Date with the following criteria:
Subject / Keyword: default

Results: 1 2 3 4 [Next] [New Search] [Sort by Author] [Sort by Title]


1.

Title: Market Signals and the Cost of Credit Risk Protection: An Analysis of CDS Settlement Auctions
Author/Editor: L. Zanforlin ; Nobuyuki Kanazawa
Series: Working Paper No. 14/239
Published: December 24, 2014
Subject(s): Credit default swap | Financial markets | Credit risk | Bonds | Auctions

 

2.

Title: Non-Defaultable Debt and Sovereign Risk
Author/Editor: Juan Carlos Hatchondo ; Leonardo Martinez ; Yasin Kursat Onder
Series: Working Paper No. 14/198
Published: October 28, 2014
Subject(s): Sovereign debt defaults | Sovereign risk | Debt buyback arrangements | Eurobond markets | Bond issues | Econometric models

 

3.

Title: Optimal Maturity Structure of Sovereign Debt in Situation of Near Default
Author/Editor: Gabriel Desgranges ; CĂ©line Rochon
Series: Working Paper No. 14/168
Published: September 12, 2014
Subject(s): Sovereign debt | Debt burden | Default | Financial institutions | Econometric models

 

4.

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 8, 2014
Subject(s): Banks | Government securities | Bonds | Sovereign risk | Return on investment | Sovereign debt defaults | Banking crisis

 

5.

Title: Sovereign Debt Restructurings 1950-2010 : Literature Survey, Data, and Stylized Facts
Author/Editor: Christoph Trebesch ; Michael G Papaioannou ; Udaibir S. Das
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

 

6.

Title: CDS Spreads in European Periphery : Some Technical Issues to Consider
Author/Editor: Manmohan Singh ; Mohsan Bilal
Series: Working Paper No. 12/77
Published: March 1, 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

 

7.

Title: Fiscal Rules and the Sovereign Default Premium
Author/Editor: Juan Carlos Hatchondo ; Francisco Roch ; Leonardo Martinez
Series: Working Paper No. 12/30
Published: January 1, 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

 

8.

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

 

9.

Title: Bank Capital Adequacy in Australia
Author/Editor: Niamh Sheridan ; B. Jang
Series: Working Paper No. 12/25
Published: January 1, 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: Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings
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

 

11.

Title: How Costly Are Debt Crises?
Author/Editor: Davide Furceri ; Aleksandra Zdzienicka
Series: Working Paper No. 11/280
Published: December 1, 2011
Subject(s): Economic models | Gross domestic product | Sovereign debt
Author's keyword(s): output losses | debt crises | sovereign defaults

 

12.

Title: Credit Growth and Bank Soundness : Fast and Furious?
Author/Editor: Deniz Igan ; Marcelo Pinheiro
Series: Working Paper No. 11/278
Published: December 1, 2011
Subject(s): Bank soundness | Banks | Credit expansion | Economic models
Author's keyword(s): Credit growth | credit boom | bank soundness | distance to default

 

13.

Title: Is there a Role for Funding in Explaining Recent U.S. Banks' Failures?
Author/Editor: Pierluigi Bologna
Series: Working Paper No. 11/180
Published: July 1, 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.

 

14.

Title: A General Equilibrium Model of Sovereign Default and Business Cycles
Author/Editor: Vivian Z. Yue ; Enrique G. Mendoza
Series: Working Paper No. 11/166
Published: July 1, 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

 

15.

Title: Assessing Fiscal Stress
Author/Editor: Gabriela Dobrescu ; Iva Petrova ; Nazim Belhocine ; Emanuele Baldacci
Series: Working Paper No. 11/100
Published: May 1, 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

 

16.

Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
Author/Editor: Miguel A. Segoviano Basurto ; Raphael A. Espinoza
Series: Working Paper No. 11/75
Published: April 1, 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

 

17.

Title: Debt Dilution and Sovereign Default Risk
Author/Editor: Leonardo Martinez ; Juan Carlos Hatchondo ; Cesar Sosa Padilla
Series: Working Paper No. 11/70
Published: March 1, 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.

 

18.

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.

 

19.

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.

 

20.

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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