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|c 5.00 USD
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|z 9781451869026
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Gray, Dale.
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|a A Risk-Based Debt Sustainability Framework :
|b Incorporating Balance Sheets and Uncertainty /
|c Dale Gray, Elena Loukoianova, Samuel Malone, Cheng Lim.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2008.
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|a 1 online resource (25 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a 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 model of sovereign credit risk. The motivation in developing this framework is to provide a clear and workable complement to traditional debt sustainability analysis which-although it has many useful applications-suffers from the inability to measure risk exposures, default probabilities and credit spreads. Importantly, this new framework can be adapted for policy analysis, including debt and reserve management.
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| 538 |
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|a Mode of access: Internet
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|a Lim, Cheng.
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|a Loukoianova, Elena.
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|a Malone, Samuel.
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|a IMF Working Papers; Working Paper ;
|v No. 2008/040
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2008/040/001.2008.issue-040-en.xml
|z IMF e-Library
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