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Annex 3: Debt Securities: Reconciling Market Value with Nominal Value

Annex 3: Debt Securities: Reconciling Market Value with Nominal Value »

Source: Handbook on Securities Statistics : Debt Securities Issues

Series: Web Based Statistical Publications

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 November 2009

ISBN: 9781475510102

Keywords: debt securities, bond, securities issues, equity securities, financial corporations

A3.1 Annex 3 illustrates the relationship between market value and nominal value for positions in debt securities and the recording of the accrual and payment of interest for different types of debt securiti...

Annex 5: Example of Metadata

Annex 5: Example of Metadata »

Source: Handbook on Securities Statistics : Debt Securities Issues

Series: Web Based Statistical Publications

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 November 2009

ISBN: 9781475510102

Keywords: debt securities, bond, securities issues, equity securities, financial corporations

Table A5.1 Metadata for statistics on debt securities issues Statistical metadata items...

Annex 2: Islamic Debt Securities

Annex 2: Islamic Debt Securities »

Source: Handbook on Securities Statistics : Debt Securities Issues

Series: Web Based Statistical Publications

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 November 2009

ISBN: 9781475510102

Keywords: debt securities, bond, securities issues, equity securities, financial corporations

Islamic finance A2.1 Islamic finance is governed by Islamic rules and principles (Sharī’ah), which, among other things, prohibit usurious payment (RIba), including predetermined retu...

Annex 4: Security-by-Security Databases

Annex 4: Security-by-Security Databases »

Source: Handbook on Securities Statistics : Debt Securities Issues

Series: Web Based Statistical Publications

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 November 2009

ISBN: 9781475510102

Keywords: debt securities, bond, securities issues, equity securities, financial corporations

What is a security-by-security database? A4.1 A security-by-security (SBS) database is a micro database that stores statistics at an individual debt security level....

Annex 1: Structured Debt Securities

Annex 1: Structured Debt Securities »

Source: Handbook on Securities Statistics : Debt Securities Issues

Series: Web Based Statistical Publications

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 November 2009

ISBN: 9781475510102

Keywords: debt securities, bond, securities issues, equity securities, financial corporations

A1.1 As outlined in Section 2, structured debt securities combine features of different financial instruments. They form part of a broader group of financial instruments called structured securities. Beyond...

Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets

Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets »

Source: Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets

Volume/Issue: 1999/151

Series: IMF Working Papers

Author(s): Anthony Richards , and David Deddouche

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1999

ISBN: 9781451857016

Keywords: Event Study, Rating Changes, Bank Stock Prices, bond, stock prices, stock market, bank stocks, stock returns

This paper examines the performance of emerging market bank stocks around the time of rating changes by major international agencies. The data suggest that downgrades on average have followed periods of negative cu...

Credit Risk Spreads in Local and Foreign Currencies

Credit Risk Spreads in Local and Foreign Currencies »

Source: Credit Risk Spreads in Local and Foreign Currencies

Volume/Issue: 2009/110

Series: IMF Working Papers

Author(s): Zvi Wiener , and Dan Galai

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

ISBN: 9781451872576

Keywords: credit spread, currency mismatch, Merton&;amp;#x2019;s model, correlation, bond, present value, probability,

The paper shows how-in a Merton-type model with bankruptcy-the currency composition of debt changes the risk profile of a company raising a given amount of financing, and thus affects the cost of debt. Foreign curr...

Emerging Market Bond Spreads and Sovereign Credit Ratings

Emerging Market Bond Spreads and Sovereign Credit Ratings »

Source: Emerging Market Bond Spreads and Sovereign Credit Ratings : Reconciling Market Views with Economic Fundamentals

Volume/Issue: 2001/165

Series: IMF Working Papers

Author(s): Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

ISBN: 9781451858051

Keywords: Bond spreads, monitoring, risk appetite, bond, bonds, emerging market bond, market bond, Financial Institutions and Services: General,

This paper uses a panel data estimation of a simple univariate model of sovereign spreads on ratings to analyze statistically significant deviations from the estimated relationship. We find evidence of an asymmetri...

Emerging Market Volatility

Emerging Market Volatility »

Source: Emerging Market Volatility : Lessons from The Taper Tantrum

Volume/Issue: 2014/9

Series: Staff Discussion Notes

Author(s): Ratna Sahay , Vivek Arora , Athanasios Arvanitis , Hamid Faruqee , Papa N'Diaye , and Tommaso Mancini Griffoli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 October 2014

ISBN: 9781498318204

Keywords: Monetary policy, Emerging markets, United States, Capital flows, Financial markets, Capital market volatility, Macroprudential Policy, Developed countries, Tapering, unconventional monetary policy

Accommodative monetary policies in advanced economies have spurred increased capital inflows into emerging markets since the global financial crisis. Starting in May 2013, when the Federal Reserve publicly discusse...

Financial Reforms, Financial Openness, and Corporate Borrowing

Financial Reforms, Financial Openness, and Corporate Borrowing »

Source: Financial Reforms, Financial Openness, and Corporate Borrowing : International Evidence

Volume/Issue: 2007/186

Series: IMF Working Papers

Author(s): Enrica Detragiache , Gianni De Nicolo , and Senay Agca

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867503

Keywords: Corporate leverage, debt maturity, financial reforms, financial openness, international financial markets, financial liberalization, bond, bond rating,

We study how credit market deregulation and increased international financial openness have changed corporate borrowing. The evidence comes from a large panel of publicly traded firms in 38 countries over the perio...