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What's in a Default? Lending to LDCs in the Face of Default Risk

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Author Info

  • Easton, S-T
  • Rockerbie, D-W

Abstract

This paper develops an expected profit maximizing framework for characterizing the default risk associated with international lending during the early and mid-1980's. We identify the risk of default as associated with arrears in payments rather than rescheduling of principal or interest.

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Bibliographic Info

Paper provided by Department of Economics, Simon Fraser University in its series Discussion Papers with number dp96-06.

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Length: 21 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:sfu:sfudps:dp96-06

Contact details of provider:
Postal: Department of Economics, Simon Fraser University, 8888 University Drive, Burnaby, BC, V5A 1S6, Canada
Phone: (778)782-3508
Fax: (778)782-5944
Web page: http://www.sfu.ca/economics.html
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Order Information:
Postal: Working Paper Coordinator, Department of Economics, Simon Fraser University, 8888 University Drive, Burnaby, BC, V5A 1S6, Canada
Email:
Web: http://www.sfu.ca/economics/research/publications.html

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Keywords: RISK; LOANS;

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Cited by:
  1. Peter Benczur & Cosmin L. Ilut, 2014. "Evidence for Relational Contracts in Sovereign Bank Lending," NBER Working Papers 20391, National Bureau of Economic Research, Inc.
  2. Nath, Hiranya K., 2009. "Country Risk Analysis: A Survey of the Quantitative Methods," Economia Internazionale / International Economics, Camera di Commercio di Genova, Camera di Commercio di Genova, vol. 62(1), pages 69-94.
  3. Stephen Easton & Duane Rockerbie, 1999. "Does IMF conditionality benefit lenders?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 135(2), pages 347-357, June.
  4. Peter Benczur & Cosmin Ilut, 2011. "Evidence for Dynamic Contracts in Sovereign Bank Lending," Working Papers, Duke University, Department of Economics 11-06, Duke University, Department of Economics.
  5. Vivian Z. Yue & Samir Jahjah, 2004. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," IMF Working Papers, International Monetary Fund 04/210, International Monetary Fund.
  6. Martin Steinwand & Randall Stone, 2008. "The International Monetary Fund: A review of the recent evidence," The Review of International Organizations, Springer, Springer, vol. 3(2), pages 123-149, June.
  7. Samir Jahjah & Bin Wei & Vivian Zhanwei Yue, 2012. "Exchange rate policy and sovereign bond spreads in developing countries," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1049, Board of Governors of the Federal Reserve System (U.S.).

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