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RePEc
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ECONIS (ZBW)
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1
Mortgage Defaults
Martinez, Leonardo
;
Hatchondo, Juan Carlos
;
Sanchez, Juan M.
-
International Monetary Fund (IMF)
-
2012
life-cycle profile of home ownership, and the mortgage
default
rate. The average coefficients that measure the agents …
Persistent link: https://www.econbiz.de/10009650640
Saved in:
2
Effectiveness and Channels of Macroprudential Instruments : Lessons from the Euro Area
Tressel, Thierry
;
Zhang, Yuanyan
-
2016
The crisis has highlighted the importance of setting up macro-prudential oversight frameworks, having effective macro-prudential instruments in place to be called upon to mitigate growing financial imbalances as needed. We develop a new approach using the euro area Bank Lending Survey to assess...
Persistent link: https://www.econbiz.de/10014408006
Saved in:
3
Sudden stops, time inconsistency, and the duration of sovereign debt
Hatchondo, Juan Carlos
;
Martinez, Leonardo
-
International Monetary Fund (IMF)
-
2013
We study the sovereign debt duration chosen by the government in the context of a standard model of sovereign
default
…
Persistent link: https://www.econbiz.de/10010790324
Saved in:
4
Assessing Fiscal Stress
Dobrescu, Gabriela
;
Petrova, Iva
;
Belhocine, Nazim
; …
-
International Monetary Fund (IMF)
-
2011
default
as well as near-
default
events. The fiscal stress index depends on a parsimonious set of fiscal indicators, aggregated …
Persistent link: https://www.econbiz.de/10009019579
Saved in:
5
Monetary Policy, Bank Leverage, and Financial Stability
Valencia, Fabian
-
International Monetary Fund (IMF)
-
2011
This paper develops a model to assess how monetary policy rates affect bank risk-taking. In the model, a reduction in the risk-free rate increases lending profitability by reducing funding costs and increasing the surplus the monopolistic bank extracts from borrowers. Under limited liability,...
Persistent link: https://www.econbiz.de/10009369452
Saved in:
6
The Costs of Sovereign
Default
Borensztein, Eduardo
;
Panizza, Ugo
-
International Monetary Fund (IMF)
-
2008
This paper evaluates empirically four types of cost that may result from an international sovereign
default
…
Persistent link: https://www.econbiz.de/10005769045
Saved in:
7
Market Signals and the Cost of Credit Risk Protection: An Analysis of CDS Settlement Auctions
Zanforlin, L.
;
Kanazawa, Nobuyuki
-
International Monetary Fund (IMF)
-
2014
We study the link between the probability of
default
implied by Credit
Default
Swaps (CDS) spreads and the final prices … of the defaulted bonds as established at the CDS settlement auctions. We observe that the post-
default
recovery rates at … that are deliverable at the auctions imply probabilities of
default
that are systematically different than the
default
…
Persistent link: https://www.econbiz.de/10011123842
Saved in:
8
Optimal Maturity Structure of Sovereign Debt in Situation of Near
Default
Desgranges, Gabriel
;
Rochon, Céline
-
International Monetary Fund (IMF)
-
2014
We study the relationship between
default
and the maturity structure of the debt portfolio of a Sovereign, under … uncertainty. The Sovereign faces a trade-off between a future costly
default
and a high current fiscal effort. This results into a … uncertainty about future fundamentals is then a source of
default
through its effect on long term interest rates and the optimal …
Persistent link: https://www.econbiz.de/10010959469
Saved in:
9
International Transmission of Bank and Corporate Distress
Papa M'B. P. N'Diaye
;
Gray, Dale F.
;
Tamirisa, Natalia T.
; …
-
International Monetary Fund (IMF)
-
2010
The paper evaluates how increases in banks’ and nonfinancial corporates’
default
risk are transmitted in the global …
Persistent link: https://www.econbiz.de/10008542980
Saved in:
10
Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten
Reinhart, Carmen
;
Rogoff, Kenneth
-
International Monetary Fund (IMF)
-
2013
Even after one of the most severe multi-year crises on record in the advanced economies, the received wisdom in policy circles clings to the notion that high-income countries are completely different from their emerging market counterparts. The current phase of the official policy approach is...
Persistent link: https://www.econbiz.de/10010790367
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