Publications Search Results

April 20, 2014

The search found 9 of 12485 documents sorted by Date with the following criteria:
Subject / Keyword: distress

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1.

Title: Assessing the Risks to the Japanese Government Bond (JGB) Market
Author/Editor: Lam, Raphael W. ; Tokuoka, Kiichi
Series: Working Paper No. 11/292
Published: December 1, 2011
Subject(s): Banks | Bond markets | Corporate sector | Financial risk | Fiscal policy | Public debt | Risk management | Sovereign debt | Japan
Author's keyword(s): Fiscal Sustainability | Sovereign Risk | Government yields | Financial Distress

 

2.

Title: Price of Risk - Recent Evidence from Large Financials
Author/Editor: Singh, Manmohan ; Youssef, Karim
Series: Working Paper No. 10/190
Published: August 1, 2010
Subject(s): Bonds | Capital markets | Credit risk | Financial institutions | International banking
Author's keyword(s): Price of risk; risk-neutral probabilities; real-world probabilities | cheapest-todeliverbonds; distance-to-distress; JPoD; LCFIs;

 

3.

Title: International Transmission of Bank and Corporate Distress
Author/Editor: Chen, Qianying ; Gray, Dale F. ; N'Diaye, Papa M'B. P. ; Oura, Hiroko ; Tamirisa, Natalia T.
Series: Working Paper No. 10/124
Published: May 1, 2010
Subject(s): Banking sector | Corporate sector | Credit risk | Developed countries | Economic models | Emerging markets | Financial risk | Spillovers
Author's keyword(s): Bank | corporate | distress | GVAR | financial | international | spillovers

 

4.

Title: Recovery Determinants of Distressed Banks: Regulators, Market Discipline, or the Environment?
Author/Editor: Koetter, Michael ; Poghosyan, Tigran ; Kick, Thomas
Series: Working Paper No. 10/27
Published: January 1, 2010
Subject(s): Bank resolution | Bank soundness | Bank supervision | Banking crisis | Banks | Credit risk | Economic models | Risk management
Author's keyword(s): Bank distress | capital support | regulation | recovery

 

5.

Title: The Use (and Abuse) of CDS Spreads During Distress
Author/Editor: Singh, Manmohan ; Spackman, Carolyne
Series: Working Paper No. 09/62
Published: March 1, 2009
Subject(s): Credit risk | Financial institutions | Risk premium | Bond markets | Asset prices | Bankruptcy
Author's keyword(s): CDS spreads during distress | stochastic recovery rate | probability of default | cheapest-to-deliver bonds | financial institutions

 

6.

Title: The Level and Composition of Public Sector Debt in Emerging Market Crises
Author/Editor: de Bolle, Monica Baumgarten ; Hakobyan, Ivetta ; Rother, Bjoern
Series: Working Paper No. 06/186
Published: August 1, 2006
Subject(s): Public debt | Emerging markets | Financial crisis | Debt restructuring
Author's keyword(s): financial crises | debt distress | sovereign debt

 

7.

Title: Japan's Distressed Debt Market
Author/Editor: Ohashi, Kazunari ; Singh, Manmohan
Series: Working Paper No. 04/86
Published: May 1, 2004
Subject(s): Debt | Japan | Emerging markets | Debt restructuring
Author's keyword(s): Non-performing loans | sub-performing loans | distressed debt investors | vulture funds

 

8.

Title: Recovery Rates from Distressed Debt - Empirical Evidence from Chapter 11 Filings, International Litigation, and Recent Sovereign Debt Restructurings
Author/Editor: Singh, Manmohan
Series: Working Paper No. 03/161
Published: August 1, 2003
Subject(s): Debt | Emerging markets | Debt restructuring
Author's keyword(s): Distressed debt | Sovereign debt restructuring | Chapter 11 | Sovereign litigation

 

9.

Title: Rating the Rating Agencies: Anticipating Currency Crises or Debt Crises
Author/Editor: Sy, Amadou N. R.
Series: Working Paper No. 03/122
Published: June 1, 2003
Subject(s): Debt | Financial crisis | Bonds
Author's keyword(s): Crises | default | distress | early warning systems | probability of default | ratings

 

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