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Sovereign risk: a world without risk-free assets?

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  • Bank for International Settlements

Abstract

This volume presents and summarises the proceedings of a one-and-a-half day seminar on sovereign risk hosted by the BIS in January 2013. The event brought together senior central bankers, sovereign ratings analysts, fund managers and other market participants, sovereign legal specialists, risk managers at financial institutions and academics.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Bank for International Settlements, 2013. "Sovereign risk: a world without risk-free assets?," BIS Papers, Bank for International Settlements, number 72, July.
    • Handle: RePEc:bis:bisbps:72
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    References listed on IDEAS

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    1. Ted To, 1999. "Risk and evolution," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 13(2), pages 329-343.
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    4. Mark Wright, 2018. "The Seniority Structure of Sovereign Debt," 2018 Meeting Papers 928, Society for Economic Dynamics.
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    9. Luna Santos, Francisco, 2021. "Comparing the impact of discretionary and pre-announced central bank interventions," Journal of International Money and Finance, Elsevier, vol. 110(C).
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    20. Joscha Beckmann & Mariarosaria Comunale, 2020. "Exchange rate fluctuations and the financial channel in emerging economies," Bank of Lithuania Working Paper Series 83, Bank of Lithuania.
    21. Michal Skořepa & Vladimír Tomšík & Jan Vlcek, 2016. "Impact of the CNB's exchange rate commitment: pass-through to inflation," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 153-167, Bank for International Settlements.
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