An Analysis Of Transfer Risk In Comparison To Sovereign Risk
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An Analysis Of Transfer Risk In Comparison To Sovereign Risk
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Author : Philipp Hauger
language : en
Publisher: GRIN Verlag
Release Date : 2006-10-21
An Analysis Of Transfer Risk In Comparison To Sovereign Risk written by Philipp Hauger and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-21 with Business & Economics categories.
Master's Thesis from the year 2006 in the subject Economics - Monetary theory and policy, grade: 1,6, Frankfurt School of Finance & Management, language: English, abstract: Transfer risk is the risk that a non-sovereign entity, which is able and willing to service its foreign currency obligations, cannot obtain the required currency or cannot transfer this money to the receiver abroad. This transfer inability is caused by the imposition of restrictions on convertibility or capital transfers by the government. Transfer risk applies to all types of international investments, especially in emerging market countries. Due to this, it is more important than ever in these days of globalization. The New Basel Capital Accords require the consideration of transfer risk, too. The author Philipp Hauger describes the different types of risk occurring in international borrowings and investments. The political and corporate determinants of transfer risk are examined. The book illustrates the reasons why monetary unions reduce the risk of a transfer event, even though they have no influence on the sovereign risk. In addition, the author details how transfer risk is assessed by international professionals and describes two interesting approaches to estimate transfer risk in a quantitative way. This book is intended for professionals and students who are interested in the risks of international investments and for everybody working in international business, who has to differentiate between sovereign risk and the risk of a corporate default.
Country Risk
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Author : Thomas E. Krayenbuehl
language : en
Publisher:
Release Date : 1988
Country Risk written by Thomas E. Krayenbuehl and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Business & Economics categories.
Delving Into Country Risk
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Author : Silvia Iranzo Gutiérrez
language : en
Publisher:
Release Date : 2008
Delving Into Country Risk written by Silvia Iranzo Gutiérrez and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.
Since the Latin American debt crisis of the early 80s, country risk analysis has accounted for a significant part of the work of research and risk management departments of banks, insurance companies, rating agencies, financial market regulators, and multinational companies. Country risk is a very broad concept, that includes sovereign risk, transfer risk, and other risks related with international financial activities. Country risk analysis requires delving into multiple fields, such as economics, finance, politics and history. This paper addresses the concept of country risk, the agents involved, the methods for assessing country risk, the payments crises, risk prevention, the assessment of country risk in the present world and the Spanish country risk regulation. [Resumen de autor]
Country Risk Analysis
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Author : John Calverley
language : en
Publisher: Lexis Law Publishing (Va)
Release Date : 1985
Country Risk Analysis written by John Calverley and has been published by Lexis Law Publishing (Va) this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Business & Economics categories.
Managing Country Risk In An Age Of Globalization
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Author : Michel Henry Bouchet
language : en
Publisher: Springer
Release Date : 2018-08-04
Managing Country Risk In An Age Of Globalization written by Michel Henry Bouchet and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-04 with Business & Economics categories.
This book provides an up-to-date guide to managing Country Risk. It tackles its various and interlinked dimensions including sovereign risk, socio-political risk, and macroeconomic risk for foreign investors, creditors, and domestic residents. It shows how they are accentuated in the global economy together with new risks such as terrorism, systemic risk, environmental risk, and the rising trend of global volatility and contagion. The book also assesses the limited usefulness of traditional yardsticks of Country Risk, such as ratings and rankings, which at best reflect the market consensus without predictive value and at worst amplify risk aversion and generate crisis contamination. This book goes further than comparing a wide range of risk management methods in that it provides operational and forward-looking warning signs of Country Risk. The combination of the authors’ academic and market-based backgrounds makes the book a useful tool for scholars, analysts, and practitioners.
Managing The Sovereign Bank Nexus
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Author : Mr.Giovanni Dell'Ariccia
language : en
Publisher: International Monetary Fund
Release Date : 2018-09-07
Managing The Sovereign Bank Nexus written by Mr.Giovanni Dell'Ariccia and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-07 with Business & Economics categories.
This paper reviews empirical and theoretical work on the links between banks and their governments (the bank-sovereign nexus). How significant is this nexus? What do we know about it? To what extent is it a source of concern? What is the role of policy intervention? The paper concludes with a review of recent policy proposals.
Basel Ii Sovereign Ratings And Transfer Risk External Versus Internal Ratings
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Author : Stijn Claessens
language : en
Publisher:
Release Date : 2003
Basel Ii Sovereign Ratings And Transfer Risk External Versus Internal Ratings written by Stijn Claessens and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Bank capital categories.
International Convergence Of Capital Measurement And Capital Standards
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Author :
language : en
Publisher: Lulu.com
Release Date : 2004
International Convergence Of Capital Measurement And Capital Standards written by and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.
A Primer On Managing Sovereign Debt Portfolio Risks
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Author : Thordur Jonasson
language : en
Publisher: International Monetary Fund
Release Date : 2018-04-06
A Primer On Managing Sovereign Debt Portfolio Risks written by Thordur Jonasson and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-06 with Business & Economics categories.
This paper provides an overview of sovereign debt portfolio risks and discusses various liability management operations (LMOs) and instruments used by public debt managers to mitigate these risks. Debt management strategies analyzed in the context of helping reach debt portfolio targets and attain desired portfolio structures. Also, the paper outlines how LMOs could be integrated into a debt management strategy and serve as policy tools to reduce potential debt portfolio vulnerabilities. Further, the paper presents operational issues faced by debt managers, including the need to develop a risk management framework, interactions of debt management with fiscal policy, monetary policy, and financial stability, as well as efficient government bond markets.
Modeling Banking Sovereign And Macro Risk In A Cca Global Var
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Author : Mr.Dale F. Gray
language : en
Publisher: International Monetary Fund
Release Date : 2013-10-23
Modeling Banking Sovereign And Macro Risk In A Cca Global Var written by Mr.Dale F. Gray and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-23 with Business & Economics categories.
The purpose of this paper is to develop a model framework for the analysis of interactions between banking sector risk, sovereign risk, corporate sector risk, real economic activity, and credit growth for 15 European countries and the United States. It is an integrated macroeconomic systemic risk model framework that draws on the advantages of forward-looking contingent claims analysis (CCA) risk indicators for the banking systems in each country, forward-looking CCA risk indicators for sovereigns, and a GVAR model to combine the banking, the sovereign, and the macro sphere. The CCA indicators capture the nonlinearity of changes in bank assets, equity capital, credit spreads, and default probabilities. They capture the expected losses, spreads and default probability for sovereigns. Key to the framework is that sovereign credit spreads, banking system credit risk, corporate sector credit risk, economic growth, and credit variables are combined in a fully endogenous setting. Upon estimation and calibration of the global model, we simulate various negative and positive shock scenarios, particularly to bank and sovereign risk. The goal is to use this framework to analyze the impact and spillover of shocks and to help identify policies that would mitigate banking system, sovereign credit risk and recession risk—policies including bank capital increases, purchase of sovereign debt, and guarantees.