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The costs of sovereign default / / Eduardo Borensztein and Ugo Panizza
| The costs of sovereign default / / Eduardo Borensztein and Ugo Panizza |
| Autore | Borensztein Eduardo |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (52 p.) |
| Disciplina | 336.3435 |
| Altri autori (Persone) | PanizzaUgo |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Debts, External - Econometric models
Default (Finance) - Econometric models Debts, Public Financial crises - Econometric models Bank failures - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3157-2
1-4527-0165-2 1-4518-7096-5 1-282-84189-0 9786612841897 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Two Hundred Years of Sovereign Default; III. Default and GDP Growth; IV. Default and Reputation; V. Default and International Trade; VI. Default and the Domestic Banking System; VII. Political Implications of Default; VIII. Conclusions; References; Figures; 1. Number of Defaults (1824-2004); Tables; 1. Default Episodes; 2. Default and Growth, Panel 1972-2000; 3. Default and Growth, Panel 1972-2000; 4. Default and Credit Ratings, Cross Section Regression, 1999-2002; 5. Defaults and Bond Spreads, Panel Regression, 1997-2004; 6. Default and Trade Credit
7. Default and Trade: Does Trade Credit Matter?8. Probabilities of Default and Banking Crisis; 9. Default and Industry Value-Added Growth; 10. Defaults and Elections; 11. Type of Default; 12. Type of Default and Government; Appendix Tables; A1. Private Lending to Sovereign. Default and Rescheduling; A2: Logit Model for the Probability of Default |
| Record Nr. | UNINA-9910463636103321 |
Borensztein Eduardo
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Costs of Sovereign Default / / Eduardo Borensztein, Ugo Panizza
| The Costs of Sovereign Default / / Eduardo Borensztein, Ugo Panizza |
| Autore | Borensztein Eduardo |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (52 p.) |
| Disciplina | 336.3435 |
| Altri autori (Persone) | PanizzaUgo |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Debts, External - Econometric models
Default (Finance) - Econometric models Debts, Public Financial crises - Econometric models Bank failures - Econometric models Banks and Banking Exports and Imports Money and Monetary Policy International Lending and Debt Problems Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises International economics Monetary economics Economic & financial crises & disasters Trade credits Banking crises Credit ratings Bank credit Debt default Debts, External Financial crises Credit |
| ISBN |
1-4623-3157-2
1-4527-0165-2 1-4518-7096-5 1-282-84189-0 9786612841897 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Two Hundred Years of Sovereign Default; III. Default and GDP Growth; IV. Default and Reputation; V. Default and International Trade; VI. Default and the Domestic Banking System; VII. Political Implications of Default; VIII. Conclusions; References; Figures; 1. Number of Defaults (1824-2004); Tables; 1. Default Episodes; 2. Default and Growth, Panel 1972-2000; 3. Default and Growth, Panel 1972-2000; 4. Default and Credit Ratings, Cross Section Regression, 1999-2002; 5. Defaults and Bond Spreads, Panel Regression, 1997-2004; 6. Default and Trade Credit
7. Default and Trade: Does Trade Credit Matter?8. Probabilities of Default and Banking Crisis; 9. Default and Industry Value-Added Growth; 10. Defaults and Elections; 11. Type of Default; 12. Type of Default and Government; Appendix Tables; A1. Private Lending to Sovereign. Default and Rescheduling; A2: Logit Model for the Probability of Default |
| Record Nr. | UNINA-9910788344403321 |
|
Borensztein Eduardo
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Costs of Sovereign Default / / Eduardo Borensztein, Ugo Panizza
| The Costs of Sovereign Default / / Eduardo Borensztein, Ugo Panizza |
| Autore | Borensztein Eduardo |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (52 p.) |
| Disciplina | 336.3435 |
| Altri autori (Persone) | PanizzaUgo |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Debts, External - Econometric models
Default (Finance) - Econometric models Debts, Public Financial crises - Econometric models Bank failures - Econometric models Banks and Banking Exports and Imports Money and Monetary Policy International Lending and Debt Problems Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises International economics Monetary economics Economic & financial crises & disasters Trade credits Banking crises Credit ratings Bank credit Debt default Debts, External Financial crises Credit |
| ISBN |
1-4623-3157-2
1-4527-0165-2 1-4518-7096-5 1-282-84189-0 9786612841897 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Two Hundred Years of Sovereign Default; III. Default and GDP Growth; IV. Default and Reputation; V. Default and International Trade; VI. Default and the Domestic Banking System; VII. Political Implications of Default; VIII. Conclusions; References; Figures; 1. Number of Defaults (1824-2004); Tables; 1. Default Episodes; 2. Default and Growth, Panel 1972-2000; 3. Default and Growth, Panel 1972-2000; 4. Default and Credit Ratings, Cross Section Regression, 1999-2002; 5. Defaults and Bond Spreads, Panel Regression, 1997-2004; 6. Default and Trade Credit
7. Default and Trade: Does Trade Credit Matter?8. Probabilities of Default and Banking Crisis; 9. Default and Industry Value-Added Growth; 10. Defaults and Elections; 11. Type of Default; 12. Type of Default and Government; Appendix Tables; A1. Private Lending to Sovereign. Default and Rescheduling; A2: Logit Model for the Probability of Default |
| Record Nr. | UNINA-9910810966903321 |
|
Borensztein Eduardo
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Distance-to-default in banking [[electronic resource] ] : a bridge too far? / / Jorge A. Chan-Lau and Amadou N.R. Sy
| Distance-to-default in banking [[electronic resource] ] : a bridge too far? / / Jorge A. Chan-Lau and Amadou N.R. Sy |
| Autore | Chan-Lau Jorge A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
| Descrizione fisica | 1 online resource (19 p.) |
| Altri autori (Persone) | SyAmadou N. R |
| Collana | IMF working paper |
| Soggetto topico |
Bank capital - Econometric models
Bank failures - Econometric models Default (Finance) - Econometric models Risk - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-5181-6
1-4527-7738-1 1-283-51164-9 1-4519-0928-4 9786613824097 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. WHAT HAPPENS BEFORE A BANK DEFAULT?""; ""III. A UNIFIED FRAMEWORK FOR DISTANCE MEASURES : DISTANCE-TO-CAPITAL""; ""IV. CASE STUDY: THE RESONA AND ASHIKAGA BANKS""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464845903321 |
|
Chan-Lau Jorge A
|
||
| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Distance-to-Default in Banking : : A Bridge Too Far? / / Amadou Sy, Jorge Chan-Lau
| Distance-to-Default in Banking : : A Bridge Too Far? / / Amadou Sy, Jorge Chan-Lau |
| Autore | Sy Amadou |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (19 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank capital - Econometric models
Bank failures - Econometric models Default (Finance) - Econometric models Risk - Econometric models Banks and Banking Financial Risk Management Public Finance Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Trade Policy International Trade Organizations International Financial Markets Banking Financial services law & regulation Public finance & taxation Economic & financial crises & disasters Finance Capital adequacy requirements Post-clearance customs audit Deposit insurance Asset valuation Banks and banking Asset requirements Customs administration Crisis management Asset-liability management |
| ISBN |
1-4623-5181-6
1-4527-7738-1 1-283-51164-9 1-4519-0928-4 9786613824097 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. WHAT HAPPENS BEFORE A BANK DEFAULT?""; ""III. A UNIFIED FRAMEWORK FOR DISTANCE MEASURES : DISTANCE-TO-CAPITAL""; ""IV. CASE STUDY: THE RESONA AND ASHIKAGA BANKS""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788415103321 |
|
Sy Amadou
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Distance-to-Default in Banking : : A Bridge Too Far? / / Amadou Sy, Jorge Chan-Lau
| Distance-to-Default in Banking : : A Bridge Too Far? / / Amadou Sy, Jorge Chan-Lau |
| Autore | Sy Amadou |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (19 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank capital - Econometric models
Bank failures - Econometric models Default (Finance) - Econometric models Risk - Econometric models Banks and Banking Financial Risk Management Public Finance Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Trade Policy International Trade Organizations International Financial Markets Banking Financial services law & regulation Public finance & taxation Economic & financial crises & disasters Finance Capital adequacy requirements Post-clearance customs audit Deposit insurance Asset valuation Banks and banking Asset requirements Customs administration Crisis management Asset-liability management |
| ISBN |
1-4623-5181-6
1-4527-7738-1 1-283-51164-9 1-4519-0928-4 9786613824097 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. WHAT HAPPENS BEFORE A BANK DEFAULT?""; ""III. A UNIFIED FRAMEWORK FOR DISTANCE MEASURES : DISTANCE-TO-CAPITAL""; ""IV. CASE STUDY: THE RESONA AND ASHIKAGA BANKS""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910821249503321 |
|
Sy Amadou
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fundamentals-based estimation of default probabilities [[electronic resource] ] : a survey / / Jorge A. Chan-Lau
| Fundamentals-based estimation of default probabilities [[electronic resource] ] : a survey / / Jorge A. Chan-Lau |
| Autore | Chan-Lau Jorge A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
| Descrizione fisica | 1 online resource (20 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Corporations - Evaluation - Econometric models
Default (Finance) - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4173-X
1-4527-5115-3 1-282-39224-7 9786613820679 1-4527-0256-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464829003321 |
|
Chan-Lau Jorge A
|
||
| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fundamentals-Based Estimation of Default Probabilities - A Survey / / Jorge Chan-Lau
| Fundamentals-Based Estimation of Default Probabilities - A Survey / / Jorge Chan-Lau |
| Autore | Chan-Lau Jorge |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (20 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Corporations - Evaluation - Econometric models
Default (Finance) - Econometric models Econometrics Macroeconomics Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Econometric Modeling: General Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Monetary economics Econometrics & economic statistics Economic growth Finance Credit Econometric models Business cycles Loans Credit ratings |
| ISBN |
1-4623-4173-X
1-4527-5115-3 1-282-39224-7 9786613820679 1-4527-0256-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788522203321 |
|
Chan-Lau Jorge
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fundamentals-Based Estimation of Default Probabilities - A Survey / / Jorge Chan-Lau
| Fundamentals-Based Estimation of Default Probabilities - A Survey / / Jorge Chan-Lau |
| Autore | Chan-Lau Jorge |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (20 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Corporations - Evaluation - Econometric models
Default (Finance) - Econometric models Econometrics Macroeconomics Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Econometric Modeling: General Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Monetary economics Econometrics & economic statistics Economic growth Finance Credit Econometric models Business cycles Loans Credit ratings |
| ISBN |
1-4623-4173-X
1-4527-5115-3 1-282-39224-7 9786613820679 1-4527-0256-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910822788403321 |
|
Chan-Lau Jorge
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Is systematic default risk priced in equity returns? [[electronic resource] ] : a cross-sectional analysis using credit derivatives prices / / Jorge A. Chan-Lau
| Is systematic default risk priced in equity returns? [[electronic resource] ] : a cross-sectional analysis using credit derivatives prices / / Jorge A. Chan-Lau |
| Autore | Chan-Lau Jorge A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
| Descrizione fisica | 1 online resource (18 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Corporations - Valuation - Econometric models
Credit derivatives - Prices - Econometric models Default (Finance) - Econometric models Risk - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7402-6
1-4527-5317-2 1-282-39213-1 9786613820563 1-4527-0254-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. EQUITY RETURNS AND SYSTEMATIC DEFAULT RISK""; ""III. EXTRACTING SYSTEMATIC DEFAULT RISK MEASURES FROM CREDIT DERIVATIVES PRICES""; ""IV. IS SYSTEMATIC DEFAULT RISK PRICED IN EQUITY RETURNS?""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464832603321 |
|
Chan-Lau Jorge A
|
||
| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
