Credit Risk Spreads in Local and Foreign Currencies
Language: en
Pages: 22
Authors: Dan Galai
Categories: Business & Economics
Type: BOOK - Published: 2009-05-01 - Publisher: International Monetary Fund

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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 fina
IMF Working Papers
Language: en
Pages:
Authors: Dan Galai
Categories: Electronic books
Type: BOOK - Published: 2009 - Publisher:

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Local Currency Sovereign Risk
Language: en
Pages: 61
Authors: Wenxin Du
Categories:
Type: BOOK - Published: 2015 - Publisher:

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We introduce a new measure of emerging market sovereign credit risk: the local currency credit spread, defined as the spread of local currency bonds over the sy
Essays on Foreign Exchange and Credit Risk
Language: en
Pages:
Authors: Andreas Bang Nielsen
Categories:
Type: BOOK - Published: 2018 - Publisher:

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International Reserves and Foreign Currency Liquidity
Language: en
Pages: 258
Authors: International Monetary Fund. Statistics Dept.
Categories: Business & Economics
Type: BOOK - Published: 2015-01-07 - Publisher: International Monetary Fund

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This update of the guidelines published in 2001 sets forth the underlying framework for the Reserves Data Template and provides operational advice for its use.