A Risk-Based Debt Sustainability Framework : Incorporating Balance Sheets and Uncertainty /
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...
| Prif Awdur: | |
|---|---|
| Awduron Eraill: | , , |
| Fformat: | Cylchgrawn |
| Iaith: | English |
| Cyhoeddwyd: |
Washington, D.C. :
International Monetary Fund,
2008.
|
| Cyfres: | IMF Working Papers; Working Paper ;
No. 2008/040 |
| Mynediad Ar-lein: | Full text available on IMF |