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...

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1. Verfasser: Gray, Dale F. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Washington, D.C International Monetary Fund 2008
Schriftenreihe:IMF Working Papers Working Paper No. 08/40
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spellingShingle Gray, Dale F.
A Risk-Based Debt Sustainability Framework Incorporating Balance Sheets and Uncertainty
title A Risk-Based Debt Sustainability Framework Incorporating Balance Sheets and Uncertainty
title_auth A Risk-Based Debt Sustainability Framework Incorporating Balance Sheets and Uncertainty
title_exact_search A Risk-Based Debt Sustainability Framework Incorporating Balance Sheets and Uncertainty
title_full A Risk-Based Debt Sustainability Framework Incorporating Balance Sheets and Uncertainty Gray, Dale F
title_fullStr A Risk-Based Debt Sustainability Framework Incorporating Balance Sheets and Uncertainty Gray, Dale F
title_full_unstemmed A Risk-Based Debt Sustainability Framework Incorporating Balance Sheets and Uncertainty Gray, Dale F
title_short A Risk-Based Debt Sustainability Framework
title_sort a risk based debt sustainability framework incorporating balance sheets and uncertainty
title_sub Incorporating Balance Sheets and Uncertainty
url http://elibrary.imf.org/view/IMF001/08911-9781451869026/08911-9781451869026/08911-9781451869026.xml
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