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  • Stabi Berlin  (37)
  • Informationszentrum DGAP  (14)
  • SRB Frankfurt/Oder
  • GB Rangsdorf
  • Singh, Manmohan  (51)
  • 1
    Book
    Book
    Regional development banks (1970)
    New York, NY : Carnegie Endowment for International Peace
    Details
    UID:
    b3kat_BV013262090
    Format: 83 S.
    Series Statement: International conciliation 576
    Language: English
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  • 2
    Image
    Image
    The Sasia story (2004)
    New Delhi : South Asia Foundation
    Details
    UID:
    gbv_1847140114
    Format: 219 pages , illustrations (chiefly color) , 25 x 30 cm
    Content: Travelogue, covering South Asia
    Language: English
    Keywords: Südasien ; Gesellschaft ; Entwicklung ; Indien ; Biografie
    Author information: Singh, Madanjeet 1924-2013
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  • 3
    Online Resource
    Online Resource
    Recovery Rates From Distressed Debt : Empirical Evidence From Chapter 11 Filings, International Litigation, and Recent Sovereign Debt Restructurings (2003)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845865773
    Format: Online-Ressource (24 p)
    Edition: Online-Ausg.
    ISBN: 1451857837 , 9781451857832
    Series Statement: IMF Working Papers Working Paper No. 03/161
    Content: On a credit rating-adjusted basis, spreads on U.S. high-yield debt have typically been regarded as a lower bound for emerging market debt. However in the C-rated and defaulted segment, emerging market debt has traded at lower spreads than similarly rated U.S. high yield debt. We show that the lower spreads reflect the fact that the total returns from defaulted debt in the emerging markets have been significantly higher than returns from similarly rated high yield defaulted debt under Chapter 11
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Recovery Rates From Distressed Debt: Empirical Evidence From Chapter 11 Filings, International Litigation, and Recent Sovereign Debt Restructurings Washington, D.C. : International Monetary Fund, 2003 ISBN 9781451857832
    Language: English
    DOI: 10.5089/9781451857832.001
    URL: kostenfrei
    URL: kostenfrei
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    Stabi Berlin
  • 4
    Online Resource
    Online Resource
    Collateral, Netting and Systemic Risk in the OTC Derivatives Market (2010)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845900455
    Format: Online-Ressource (15 p)
    Edition: Online-Ausg.
    ISBN: 1451982763 , 9781451982763
    Series Statement: IMF Working Papers Working Paper No. 10/99
    Content: To mitigate systemic risk, some regulators have advocated the greater use of centralized counterparties (CCPs) to clear Over-The-Counter (OTC) derivatives trades. Regulators should be cognizant that large banks active in the OTC derivatives market do not hold collateral against all the positions in their trading book and the paper proves an estimate of this under-collateralization. Whatever collateral is held by banks is allowed to be rehypothecated (or re-used) to others. Since CCPs would require all positions to have collateral against them, off-loading a significant portion of OTC derivatives transactions to central counterparties (CCPs) would require large increases in posted collateral, possibly requiring large banks to raise more capital. These costs suggest that most large banks will be reluctant to offload their positions to CCPs, and the paper proposes an appropriate capital levy on remaining positions to encourage the transition
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Collateral, Netting and Systemic Risk in the OTC Derivatives Market Washington, D.C. : International Monetary Fund, 2010 ISBN 9781451982763
    Language: English
    DOI: 10.5089/9781451982763.001
    URL: kostenfrei
    URL: kostenfrei
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    Stabi Berlin
  • 5
    Online Resource
    Online Resource
    Use of Participatory Notes in Indian Equity Markets and Recent Regulatory Changes (2007)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845879839
    Format: Online-Ressource (13 p)
    Edition: Online-Ausg.
    ISBN: 1451868545 , 9781451868548
    Series Statement: IMF Working Papers Working Paper No. 07/291
    Content: This paper focuses on the use of participatory notes (PNs) by foreign investors, as a conduit for portfolio flows into Indian equity markets for more than a decade. The broadening of India''s foreign investor base, in recent years, has a bias towards hedge funds/unregistered foreign investors who invest primarily via PNs. While tax arbitrage via capital gains tax has almost disappeared since July 2004, it is intriguing to note that since then the demand for PNs has actually increased. The paper suggests some reasons for the continuation of a buoyant market in PNs, and explains the possible impact from the recent regulatory changes
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Use of Participatory Notes in Indian Equity Markets and Recent Regulatory Changes Washington, D.C. : International Monetary Fund, 2007 ISBN 9781451868548
    Language: English
    DOI: 10.5089/9781451868548.001
    URL: kostenfrei
    URL: kostenfrei
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  • 6
    Online Resource
    Online Resource
    Counterparty Risk in the Over-The-Counter Derivatives Market (2008)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845885146
    Format: Online-Ressource (19 p)
    Edition: Online-Ausg.
    ISBN: 1451871163 , 9781451871166
    Series Statement: IMF Working Papers Working Paper No. 08/258
    Content: The financial market turmoil of recent months has highlighted the importance of counterparty risk. Here, we discuss counterparty risk that may stem from the OTC derivatives markets and attempt to assess the scope of potential cascade effects. This risk is measured by losses to the financial system that may result via the OTC derivative contracts from the default of one or more banks or primary broker-dealers. We then stress the importance of ""netting"" within the OTC derivative contracts. Our methodology shows that, even using data from before the worsening of the crisis in late Summer 2008, the potential cascade effects could be very substantial. We summarize our results in the context of the stability of the banking system and provide some policy measures that could be usefully considered by the regulators in their discussions of current issues
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Counterparty Risk in the Over-The-Counter Derivatives Market Washington, D.C. : International Monetary Fund, 2008 ISBN 9781451871166
    Language: English
    DOI: 10.5089/9781451871166.001
    URL: kostenfrei
    URL: kostenfrei
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  • 7
    Online Resource
    Online Resource
    Are Credit Default Swaps Spreads High in Emerging Markets : An Alternative Methodology for Proxying Recovery Value (2003)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845907875
    Format: Online-Ressource (8 p)
    Edition: Online-Ausg.
    ISBN: 1451875835 , 9781451875836
    Series Statement: IMF Working Papers Working Paper No. 03/242
    Content: In times of distress when a country loses access to markets, there is evidence that credit default swap (CDS) spreads are a leading indicator for sovereign risk than the EMBI+ sub-index for the country. However, it is not easy to discern the variables that determine the level of CDS spreads in Emerging Markets (EM); traders only quote the CDS spreads and not the inputs that are required to calculate such spreads. This note provides some evidence from Argentina and Brazil that reveals inconsistency between theory and practice in pricing CDS spreads in EM. This note suggests an alternate methodology that links CTD (cheapest-to-deliver) bonds to recovery values assumed in CDS contracts. Furthermore, special features that pertain to CDS contracts (repo specialness, short squeezes by central banks) may also magnify the financial distress of a sovereign
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Are Credit Default Swaps Spreads High in Emerging Markets: An Alternative Methodology for Proxying Recovery Value Washington, D.C. : International Monetary Fund, 2003 ISBN 9781451875836
    Language: English
    DOI: 10.5089/9781451875836.001
    URL: kostenfrei
    URL: kostenfrei
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  • 8
    Online Resource
    Online Resource
    The (Sizable) Role of Rehypothecation in the Shadow Banking System (2010)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845900498
    Format: Online-Ressource (15 p)
    Edition: Online-Ausg.
    ISBN: 1455201839 , 9781455201839
    Series Statement: IMF Working Papers Working Paper No. 10/172
    Content: This paper examines the sizable role of rehypothecation in the shadow banking system. Rehypothecation is the practice that allows collateral posted by, say, a hedge fund to its prime broker to be used again as collateral by that prime broker for its own funding. In the United Kingdom, such use of a customer’s assets by a prime broker can be for an unlimited amount of the customer’s assets while in the United States rehypothecation is capped. Incorporating estimates for rehypothecation (and the associated re-use of collateral) in the recent crisis indicates that the collapse in non-bank funding to banks was sizable. We show that the shadow banking system was at least 50 percent bigger than documented so far. We also provide estimates from the hedge fund industry for the - churning - factor or re-use of collateral. From a policy angle, supervisors of large banks that report on a global consolidated basis may need to enhance their understanding of the off-balance sheet funding that these banks receive via rehypothecation from other jurisdictions
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan The (Sizable) Role of Rehypothecation in the Shadow Banking System Washington, D.C. : International Monetary Fund, 2010 ISBN 9781455201839
    Language: English
    DOI: 10.5089/9781455201839.001
    URL: kostenfrei
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  • 9
    Online Resource
    Online Resource
    Price of Risk : Recent Evidence From Large Financials (2010)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845900447
    Format: Online-Ressource (12 p)
    Edition: Online-Ausg.
    ISBN: 145520224X , 9781455202249
    Series Statement: IMF Working Papers Working Paper No. 10/190
    Content: Probability of default (PD) measures have been widely used in estimating potential losses of, and contagion among, large financial institutions. In a period of financial stress however, the existing methods to compute PDs and generate loss estimates that may vary significantly. This paper discusses three issues that should be taken into account in using PD-based methodologies for loss or contagion analyses: (i) the use of - risk-neutral probabilities - vs. -real-world probabilities; - (ii) the divergence between movements in credit and equity markets during periods of financial stress; and (iii) the assumption of stochastic vs. fixed recovery for financial institutions’ assets. All three elements have nontrivial implications for providing an accurate estimate of default probabilities and associated losses as inputs for setting policies related to large banks in distress
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Price of Risk: Recent Evidence From Large Financials Washington, D.C. : International Monetary Fund, 2010 ISBN 9781455202249
    Language: English
    DOI: 10.5089/9781455202249.001
    URL: kostenfrei
    URL: kostenfrei
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  • 10
    Online Resource
    Online Resource
    Puts in the Shadow (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845824171
    Format: Online-Ressource (21 p)
    Edition: Online-Ausg.
    ISBN: 147551056X , 9781475510560
    Series Statement: IMF Working Papers Working Paper No. 12/229
    Content: In the aftermath of the Lehman crisis, payouts (i.e., taxpayer bailouts) in various forms were provided by governments to a variety of financial institutions and markets that were outside the regulatory perimeter - the ?""shadow"" banking system. Although recent regulatory proposals attempt to reduce these ?""puts"", we provide examples from non-banking activities within a bank, money market funds, Triparty repo, OTC derivatives market, collateral with central banks, and issuance of floating rate notes etc., that these risks remain. We suggest that a regulatory environment where puts are not ambiguous will likely lower the cost of bail-outs after a crisis
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Puts in the Shadow Washington, D.C. : International Monetary Fund, 2012 ISBN 9781475510560
    Language: English
    DOI: 10.5089/9781475510560.001
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