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Fiscal Vulnerability and Financial Crises in Emerging Market Economies

Fiscal Vulnerability and Financial Crises in Emerging Market Economies »

Series: Occasional Papers

Author(s): Richard Hemming , Axel Schimmelpfennig , and Michael Kell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 May 2003

DOI: http://dx.doi.org/10.5089/9781589061965.084

ISBN: 9781589061965

Keywords: Emerging markets, fiscal variables, public debt, currency crises, fiscal policy, external debt

Fiscal problems have long been considered a central feature of financial--that is, currency, debt, and banking--crises. This paper addresses four questions: What are the fiscal causes of crises? Which fiscal vulner...

Measuring and Analyzing Sovereign Risk with Contingent Claims

Measuring and Analyzing Sovereign Risk with Contingent Claims »

Source: Measuring and Analyzing Sovereign Risk with Contingent Claims

Volume/Issue: 2005/155

Series: IMF Working Papers

Author(s): Michael Gapen , Dale Gray , Cheng Lim , and Yingbin Xiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2005

ISBN: 9781451861747

Keywords: contingent claims, probability, currency debt, foreign currency debt, domestic currency, correlation,

This paper develops a comprehensive new framework to measure and analyze sovereign risk. Since traditional macroeconomic vulnerability indicators and accounting-based measures do not address risk in a comprehensive...

A Risk-Based Debt Sustainability Framework

A Risk-Based Debt Sustainability Framework »

Source: A Risk-Based Debt Sustainability Framework : Incorporating Balance Sheets and Uncertainty

Volume/Issue: 2008/40

Series: IMF Working Papers

Author(s): Dale Gray , Elena Loukoianova , Samuel Malone , and Cheng Lim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2008

ISBN: 9781451869026

Keywords: Contingent Claims, currency debt, foreign currency, foreign currency debt, risk premium,

This paper proposes a new framework for the analysis of public sector debt sustainability. The framework uses concepts and methods from modern practice of contingent claims to develop a quantitative risk-based mode...

Indonesia

Indonesia »

Source: Indonesia : Statistical Appendix

Volume/Issue: 2000/133

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 October 2000

ISBN: 9781451818277

Keywords: debt, gross domestic product, external debt, foreign currency, public sector

The statistical data on developments in gross domestic product by sector of origin and by expenditure, agricultural production, production, domestic use, and exports of petroleum, approvals of foreign investment pr...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 2006/181

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2006

ISBN: 9781451831375

Keywords: external debt, foreign currency, standard deviation, financial institutions

This Selected Issues paper on the Philippines reviews the diminished volatility of the Republic of Philippines bonds (RoPs), even through a period of extended turbulence cannot be attributed solely to the sanguine...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 2006/181

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2006

ISBN: 9781451831375

Keywords: external debt, foreign currency, standard deviation, financial institutions

This Selected Issues paper on the Philippines reviews the diminished volatility of the Republic of Philippines bonds (RoPs), even through a period of extended turbulence cannot be attributed solely to the sanguine...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 2006/181

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2006

ISBN: 9781451831375

Keywords: external debt, foreign currency, standard deviation, financial institutions

This Selected Issues paper on the Philippines reviews the diminished volatility of the Republic of Philippines bonds (RoPs), even through a period of extended turbulence cannot be attributed solely to the sanguine...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 2006/181

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2006

ISBN: 9781451831375

Keywords: external debt, foreign currency, standard deviation, financial institutions

This Selected Issues paper on the Philippines reviews the diminished volatility of the Republic of Philippines bonds (RoPs), even through a period of extended turbulence cannot be attributed solely to the sanguine...

Vietnam

Vietnam »

Source: Vietnam : Statistical Appendix and Background Notes

Volume/Issue: 2000/116

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 September 2000

ISBN: 9781451840162

Keywords: debt, interest, interest rates, commercial banks, foreign currency, Viet Nam,

Recent developments in the external trade system, foreign exchange system, export performance, summary of current poverty situation, and tax system of Vietnam are presented in the paper. The statistical data on gro...

Vietnam: Statistical Appendix and Background Notes

Vietnam: Statistical Appendix and Background Notes »

Source: Vietnam : Statistical Appendix and Background Notes

Volume/Issue: 2000/116

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 September 2000

ISBN: 9781451840162

Keywords: debt, interest, interest rates, commercial banks, foreign currency, Viet Nam,

Recent developments in the external trade system, foreign exchange system, export performance, summary of current poverty situation, and tax system of Vietnam are presented in the paper. The statistical data on gro...