A Risk-Based Debt Sustainability Framework : Incorporating Balance Sheets and Uncertainty

Incorporating Balance Sheets and Uncertainty

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 a clear and workable complement to traditional... READ MORE...

Publication date: February 2008
ISBN 9781451869026
$18.00

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