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  • Stabi Berlin  (37)
  • GB Glienicke/Nordbahn
  • Berlin International
  • Martin-Opitz-Bibliothek
  • SB Wittenberge
  • Singh, Manmohan  (37)
  • 1
    Buch
    Buch
    Regional development banks (1970)
    New York, NY : Carnegie Endowment for International Peace
    Details
    UID:
    b3kat_BV013262090
    Umfang: 83 S.
    Serie: International conciliation 576
    Sprache: Englisch
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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    Buch
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  • 2
    Bild
    Bild
    The Sasia story (2004)
    New Delhi : South Asia Foundation
    Details
    UID:
    gbv_1847140114
    Umfang: 219 pages , illustrations (chiefly color) , 25 x 30 cm
    Inhalt: Travelogue, covering South Asia
    Sprache: Englisch
    Schlagwort(e): Südasien ; Gesellschaft ; Entwicklung ; Indien ; Biografie
    Mehr zum Autor: Singh, Madanjeet 1924-2013
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 3
    Online-Ressource
    Online-Ressource
    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
    Umfang: Online-Ressource (8 p)
    Ausgabe: Online-Ausg.
    ISBN: 1451875835 , 9781451875836
    Serie: IMF Working Papers Working Paper No. 03/242
    Inhalt: 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
    Weitere Ausg.: 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
    Sprache: Englisch
    DOI: 10.5089/9781451875836.001
    URL: kostenfrei
    URL: kostenfrei
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    Online-Ressource
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    Stabi Berlin
  • 4
    Online-Ressource
    Online-Ressource
    Counterparty Risk in the Over-The-Counter Derivatives Market (2008)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845885146
    Umfang: Online-Ressource (19 p)
    Ausgabe: Online-Ausg.
    ISBN: 1451871163 , 9781451871166
    Serie: IMF Working Papers Working Paper No. 08/258
    Inhalt: 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
    Weitere Ausg.: 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
    Sprache: Englisch
    DOI: 10.5089/9781451871166.001
    URL: kostenfrei
    URL: kostenfrei
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  • 5
    Online-Ressource
    Online-Ressource
    The Pricing of Credit Default Swaps During Distress (2006)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845870092
    Umfang: Online-Ressource (23 p)
    Ausgabe: Online-Ausg.
    ISBN: 1451865147 , 9781451865141
    Serie: IMF Working Papers Working Paper No. 06/254
    Inhalt: 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
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Singh, Manmohan The Pricing of Credit Default Swaps During Distress Washington, D.C. : International Monetary Fund, 2006 ISBN 9781451865141
    Sprache: Englisch
    DOI: 10.5089/9781451865141.001
    URL: kostenfrei
    URL: kostenfrei
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    Online-Ressource
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    Stabi Berlin
  • 6
    Online-Ressource
    Online-Ressource
    Use of Participatory Notes in Indian Equity Markets and Recent Regulatory Changes (2007)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845879839
    Umfang: Online-Ressource (13 p)
    Ausgabe: Online-Ausg.
    ISBN: 1451868545 , 9781451868548
    Serie: IMF Working Papers Working Paper No. 07/291
    Inhalt: 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
    Weitere Ausg.: 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
    Sprache: Englisch
    DOI: 10.5089/9781451868548.001
    URL: kostenfrei
    URL: kostenfrei
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  • 7
    Online-Ressource
    Online-Ressource
    Money and Collateral (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845833596
    Umfang: Online-Ressource (21 p)
    Ausgabe: Online-Ausg.
    ISBN: 1475502850 , 9781475502855
    Serie: IMF Working Papers Working Paper No. 12/95
    Inhalt: 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
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Singh, Manmohan Money and Collateral Washington, D.C. : International Monetary Fund, 2012 ISBN 9781475502855
    Sprache: Englisch
    DOI: 10.5089/9781475502855.001
    URL: kostenfrei
    URL: kostenfrei
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  • 8
    Online-Ressource
    Online-Ressource
    The Nonbank-Bank Nexus and the Shadow Banking System (2011)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845838431
    Umfang: Online-Ressource (19 p)
    Ausgabe: Online-Ausg.
    ISBN: 1463927231 , 9781463927233
    Serie: IMF Working Papers Working Paper No. 11/289
    Inhalt: The present way of thinking about financial intermediation does not fully incorporate the rise of asset managers as a major source of funding for banks through the shadow banking system. Asset managers are dominant sources of demand for non-M2 types of money and serve as source collateral ?mines'' for the shadow banking system. Banks receive funding through the re-use of pledged collateral ?mined'' from asset managers. Accounting for this, the size of the shadow banking system in the U.S. may be up to $25 trillion at year-end 2007 and $18 trillion at year-end 2010, higher than earlier estimates. In terms of policy, regulators will need to consider the re-use of pledged collateral when defining bank leverage ratios. Also, given asset managers'' demand for non-M2 types of money, monitoring the shadow banking system will warrant closer attention well beyond the regulatory perimeter
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Singh, Manmohan The Nonbank-Bank Nexus and the Shadow Banking System Washington, D.C. : International Monetary Fund, 2011 ISBN 9781463927233
    Sprache: Englisch
    DOI: 10.5089/9781463927233.001
    URL: kostenfrei
    URL: kostenfrei
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    Online-Ressource
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  • 9
    Online-Ressource
    Online-Ressource
    Collateral, Netting and Systemic Risk in the OTC Derivatives Market (2010)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845900455
    Umfang: Online-Ressource (15 p)
    Ausgabe: Online-Ausg.
    ISBN: 1451982763 , 9781451982763
    Serie: IMF Working Papers Working Paper No. 10/99
    Inhalt: 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
    Weitere Ausg.: 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
    Sprache: Englisch
    DOI: 10.5089/9781451982763.001
    URL: kostenfrei
    URL: kostenfrei
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  • 10
    Online-Ressource
    Online-Ressource
    Limiting Taxpayer “Puts” : An Example from Central Counterparties (2014)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845955667
    Umfang: Online-Ressource (16 p)
    Ausgabe: Online-Ausg.
    ISBN: 1498322425 , 9781498322423
    Serie: IMF Working Papers Working Paper No. 14/203
    Inhalt: 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
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Singh, Manmohan Limiting Taxpayer "Puts" - An Example from Central Counterparties Washington, D.C. : International Monetary Fund, 2014 ISBN 9781498322423
    Sprache: Englisch
    DOI: 10.5089/9781498322423.001
    URL: kostenfrei
    URL: kostenfrei
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