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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...

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...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 1999/92

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 1999

ISBN: 9781451831221

Keywords: external shocks, central bank, balance of payments, short-term debt, foreign currency debt

This Selected Issues paper analyzes the factors behind the relatively strong performance of the Philippines in recent years (1990s) as well as the remaining reform agenda. The paper highlights that the Philippines...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 1999/92

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 1999

ISBN: 9781451831221

Keywords: external shocks, central bank, balance of payments, short-term debt, foreign currency debt

This Selected Issues paper analyzes the factors behind the relatively strong performance of the Philippines in recent years (1990s) as well as the remaining reform agenda. The paper highlights that the Philippines...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 1999/92

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 1999

ISBN: 9781451831221

Keywords: external shocks, central bank, balance of payments, short-term debt, foreign currency debt

This Selected Issues paper analyzes the factors behind the relatively strong performance of the Philippines in recent years (1990s) as well as the remaining reform agenda. The paper highlights that the Philippines...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 1999/92

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 1999

ISBN: 9781451831221

Keywords: external shocks, central bank, balance of payments, short-term debt, foreign currency debt

This Selected Issues paper analyzes the factors behind the relatively strong performance of the Philippines in recent years (1990s) as well as the remaining reform agenda. The paper highlights that the Philippines...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 1999/92

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 1999

ISBN: 9781451831221

Keywords: external shocks, central bank, balance of payments, short-term debt, foreign currency debt

This Selected Issues paper analyzes the factors behind the relatively strong performance of the Philippines in recent years (1990s) as well as the remaining reform agenda. The paper highlights that the Philippines...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 1999/92

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 1999

ISBN: 9781451831221

Keywords: external shocks, central bank, balance of payments, short-term debt, foreign currency debt

This Selected Issues paper analyzes the factors behind the relatively strong performance of the Philippines in recent years (1990s) as well as the remaining reform agenda. The paper highlights that the Philippines...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 1999/92

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 1999

ISBN: 9781451831221

Keywords: external shocks, central bank, balance of payments, short-term debt, foreign currency debt

This Selected Issues paper analyzes the factors behind the relatively strong performance of the Philippines in recent years (1990s) as well as the remaining reform agenda. The paper highlights that the Philippines...

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

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

DOI: http://dx.doi.org/10.5089/9781451869026.001

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...