A toolkit for Assessing Fiscal Vulnerabilities and Risks in Advanced Economies /

This paper presents a range of tools and indicators for analyzing fiscal vulnerabilities and risks for advanced economies. The analysis covers key short-, medium- and long-term dimensions. Short-term pressures are captured by assessing (i) gross funding needs, (ii) market perceptions of default risk...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Arbatli Saxegaard, Elif
Weitere Verfasser: Alper, Emre, Jonas, Jiri, Weber, Anke
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2012.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2012/011
Online Zugang:Full text available on IMF
Beschreibung
Zusammenfassung:This paper presents a range of tools and indicators for analyzing fiscal vulnerabilities and risks for advanced economies. The analysis covers key short-, medium- and long-term dimensions. Short-term pressures are captured by assessing (i) gross funding needs, (ii) market perceptions of default risk, and (iii) stress dependence among sovereigns. Medium- and long-term pressures are summarized by (iv) medium- and long-term budgetary adjustment needs, (v) susceptibility of debt projections to growth and interest rate shocks, and (vi) stochastic risks to medium-term debt dynamics. Aiming to cover a wide range of advanced economies and minimize data lags, has also influenced the selection of empirical methods. Due to these features, they can, for example, help inform the joint IMF-FSB Early Warning Exercise (EWE) on the fiscal dimensions of economic risks.
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Beschreibung:1 online resource (29 pages)
Format:Mode of access: Internet
ISSN:1018-5941
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