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Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies

Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies »

Source: Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies : Possible Impact of a New Basel Accord

Volume/Issue: 2000/69

Series: IMF Working Papers

Author(s): Christian Mulder , and Brieuc Monfort

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451849059

Keywords: Rating agencies, capital requirements, economic crises, crisis index, credit ratings, asian crisis

The Basel Committee on Banking Supervision has proposed linking capital requirements for bank loans to ratings by commercial credit rating agencies. Estimates for 20 emerging market economies show that sovereign ra...

The Potential Role for Securitizing Public Sector Revenue Flows

The Potential Role for Securitizing Public Sector Revenue Flows »

Source: The Potential Role for Securitizing Public Sector Revenue Flows : An Application to the Philippines

Volume/Issue: 2002/106

Series: IMF Working Papers

Author(s): Nigel Chalk

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2002

ISBN: 9781451852905

Keywords: securitization, debt service, capital markets, credit rating, General Financial Markets,

Since the mid-1980s, the securitization of future flow receivables has grown in importance as a financing alternative for the public sector. In a world of perfect capital markets, there appears to be little rationa...

The Systemic Regulation of Credit Rating Agencies and Rated Markets

The Systemic Regulation of Credit Rating Agencies and Rated Markets »

Source: The Systemic Regulation of Credit Rating Agencies and Rated Markets

Volume/Issue: 2009/129

Series: IMF Working Papers

Author(s): Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2009

ISBN: 9781451872767

Keywords: Rating agencies, structured credit products, macro-prudential, micro-prudential, regulation, procylicality, credit ratings, financial stability, money market,

Credit ratings have contributed to the current financial crisis. Proposals to regulate credit rating agencies focus on micro-prudential issues and aim at reducing conflicts of interest and increasing transparency a...

Sovereign Borrowing Cost and the IMF's Data Standards Initiatives

Sovereign Borrowing Cost and the IMF's Data Standards Initiatives »

Source: Sovereign Borrowing Cost and the IMF's Data Standards Initiatives

Volume/Issue: 2006/78

Series: IMF Working Papers

Author(s): John Cady , and Anthony Pellechio

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

ISBN: 9781451863383

Keywords: yield spreads, SDDS, GDDS, bonds, bond, international capital markets, credit rating, International Monetary Arrangements and Institutions, International Lending and Debt Problems,

The effects of the IMF's data standards initiatives on sovereign borrowing costs in private capital markets are investigated for 26 emerging market and developing countries. Stable and significant panel econometric...

Foreign Currency Credit Ratings for Emerging Market Economies

Foreign Currency Credit Ratings for Emerging Market Economies »

Source: Foreign Currency Credit Ratings for Emerging Market Economies

Volume/Issue: 2001/191

Series: IMF Working Papers

Author(s): Roberto Perrelli , and Christian Mulder

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451859713

Keywords: foreign currency credit ratings, economic crises., statistics, autocorrelation, equation, short-term debt, covariance, International Lending and Debt Problems, General Financial Markets: Government Policy and Regulation, Economic Crises,

This paper examines how ratings for emerging market economies have been set. Given the high degree of autocorrelation in ratings, we use estimators that yield consistent parameters in the presence of such correlati...

Is Transparency Good for You, and Can the IMF Help?1

Is Transparency Good for You, and Can the IMF Help?1 »

Source: Is Transparency Good for You, and Can the IMF Help?

Volume/Issue: 2003/132

Series: IMF Working Papers

Author(s): Yongseok Shin , and Rachel Glennerster

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2003

ISBN: 9781451855401

Keywords: publication, institutions, sovereign spreads, SDDS, ROSC, GARCH, news effect, role of the IMF, credit ratings, borrowing costs

This paper finds that reforms introduced by the IMF to promote transparency have created more informed markets and reduced borrowing costs for those emerging market countries that volunteered for them. Using a quar...

Addressing Information Gaps1

Addressing Information Gaps1 »

Source: Addressing Information Gaps

Volume/Issue: 2009/06

Series: IMF Staff Position Notes

Author(s): Christian Mulder , Phil De Imus , L. Psalida , Jeanne Gobat , R. Johnston , Mangal Goswami , and Francisco Vazquez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2009

ISBN: 9781455294602

Keywords: Credit risk, Data analysis, Data quality assessment framework, Capital markets, Financial sector, Financial institutions, Financial instruments, Financial crisis, Economic models, Economic indicators

...

Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies
			: Possible Impact of a New Basel Accord

Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies : Possible Impact of a New Basel Accord »

Volume/Issue: 2000/69

Series: IMF Working Papers

Author(s): Christian Mulder , and Brieuc Monfort

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

DOI: http://dx.doi.org/10.5089/9781451849059.001

ISBN: 9781451849059

Keywords: Rating agencies, capital requirements, economic crises, crisis index, credit ratings, asian crisis

The Basel Committee on Banking Supervision has proposed linking capital requirements for bank loans to ratings by commercial credit rating agencies. Estimates for 20 emerging market economies show that sovereign ra...

The Potential Role for Securitizing Public Sector Revenue Flows
			: An Application to the Philippines

The Potential Role for Securitizing Public Sector Revenue Flows : An Application to the Philippines »

Volume/Issue: 2002/106

Series: IMF Working Papers

Author(s): Nigel Chalk

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2002

DOI: http://dx.doi.org/10.5089/9781451852905.001

ISBN: 9781451852905

Keywords: securitization, debt service, capital markets, credit rating, General Financial Markets,

Since the mid-1980s, the securitization of future flow receivables has grown in importance as a financing alternative for the public sector. In a world of perfect capital markets, there appears to be little rationa...

The Systemic Regulation of Credit Rating Agencies and Rated Markets

The Systemic Regulation of Credit Rating Agencies and Rated Markets »

Volume/Issue: 2009/129

Series: IMF Working Papers

Author(s): Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2009

DOI: http://dx.doi.org/10.5089/9781451872767.001

ISBN: 9781451872767

Keywords: Rating agencies, structured credit products, macro-prudential, micro-prudential, regulation, procylicality, credit ratings, financial stability, money market,

Credit ratings have contributed to the current financial crisis. Proposals to regulate credit rating agencies focus on micro-prudential issues and aim at reducing conflicts of interest and increasing transparency a...