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  • 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
    Financial Plumbing and Monetary Policy (2014)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845951033
    Format: Online-Ressource (18 p)
    Edition: Online-Ausg.
    ISBN: 1498367135 , 9781498367134
    Series Statement: IMF Working Papers Working Paper No. 14/111
    Content: This paper focuses on how changes in financial plumbing of the markets may impact the monetary policy options as central banks contemplate lift off from zero lower bound (ZLB). Under the proposed regulations, banks will face leverage ratio constraints. As a result of quantitative easing (QE), banks want balance sheet “space” for financial intermediation/ non-depository activities. At the same time, regulatory changes are boosting demand for high quality liquid assets. The paper also discusses the role of repo markets and the importance of collateral velocity and the need to avoid wedges between repo and monetary policy rates when leaving ZLB
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Financial Plumbing and Monetary Policy Washington, D.C. : International Monetary Fund, 2014 ISBN 9781498367134
    Language: English
    DOI: 10.5089/9781498367134.001
    URL: kostenfrei
    URL: kostenfrei
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  • 4
    Online Resource
    Online Resource
    Limiting Taxpayer “Puts” : An Example from Central Counterparties (2014)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845955667
    Format: Online-Ressource (16 p)
    Edition: Online-Ausg.
    ISBN: 1498322425 , 9781498322423
    Series Statement: IMF Working Papers Working Paper No. 14/203
    Content: Nonbanks such as central counterparties (CCPs) are a useful lens to see how regulators view the role of the lender-of-last-resort (LOLR). This paper explores the avenues available when a nonbank failure is likely, specifically by considering the options of keeping CCPs afloat. It is argued that CCPs have, by regulatory fiat, become “too important to fail,” and thus the imperative should be greater loss-sharing by all participants that better align the distribution of risks and rewards of CCPs, the clearing members and derivative end-users. In the context of LOLR, the proposed variation margin gains haircut (VMGH) is discussed as a way of limiting the taxpayer put
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Limiting Taxpayer "Puts" - An Example from Central Counterparties Washington, D.C. : International Monetary Fund, 2014 ISBN 9781498322423
    Language: English
    DOI: 10.5089/9781498322423.001
    URL: kostenfrei
    URL: kostenfrei
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  • 5
    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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  • 6
    Online Resource
    Online Resource
    The Pricing of Credit Default Swaps During Distress (2006)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845870092
    Format: Online-Ressource (23 p)
    Edition: Online-Ausg.
    ISBN: 1451865147 , 9781451865141
    Series Statement: IMF Working Papers Working Paper No. 06/254
    Content: Credit default swaps (CDS) provide the buyer with insurance against certain types of credit events by entitling him to exchange any of the bonds permitted as deliverable against their par value. Unlike bonds, whose risk spreads are assumed to be the product of default risk and loss rate, CDS are par instruments, and their spreads reflect the partial recovery of the delivered bond''s face value. This paper addresses the implications of the difference between bond and CDS spreads and shows the extent to which the recovery assumption matters for determining CDS spreads. A no-arbitrage argument is applied to extract recovery rates from CDS and bond markets, using data from Brazil''s distress in 2002-03. Results are related to the observation that preemptive restructurings are now more common than straight defaults in sovereign bond markets and that this leads to a decoupling of CDS and bond spreads
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan The Pricing of Credit Default Swaps During Distress Washington, D.C. : International Monetary Fund, 2006 ISBN 9781451865141
    Language: English
    DOI: 10.5089/9781451865141.001
    URL: kostenfrei
    URL: kostenfrei
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  • 7
    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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  • 8
    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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  • 9
    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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  • 10
    Online Resource
    Online Resource
    Money and Collateral (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845833596
    Format: Online-Ressource (21 p)
    Edition: Online-Ausg.
    ISBN: 1475502850 , 9781475502855
    Series Statement: IMF Working Papers Working Paper No. 12/95
    Content: Between 1980 and before the recent crisis, the ratio of financial market debt to liquid assets rose exponentially in the U.S. (and in other financial markets), reflecting in part the greater use of securitized assets to collateralize borrowing. The subsequent crisis has reduced the pool of assets considered acceptable as collateral, resulting in a liquidity shortage. When trying to address this, policy makers will need to consider concepts of liquidity besides the traditional metric of excess bank reserves and do more than merely substitute central bank money for collateral that currently remains highly liquid
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Money and Collateral Washington, D.C. : International Monetary Fund, 2012 ISBN 9781475502855
    Language: English
    DOI: 10.5089/9781475502855.001
    URL: kostenfrei
    URL: kostenfrei
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