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BoC–BoE Sovereign Default Database: Methodology, Assumptions and Sources

Author

Listed:
  • David Beers
  • Elliot Jones
  • John Walsh

Abstract

Until recently, few efforts have been made to systematically measure and aggregate the nominal value of the different types of sovereign government debt in default. To help fill this gap, the Bank of Canada (BoC) developed a comprehensive database of sovereign defaults that is posted on its website and updated in partnership with the Bank of England (BoE).

Suggested Citation

  • David Beers & Elliot Jones & John Walsh, 2020. "BoC–BoE Sovereign Default Database: Methodology, Assumptions and Sources," Technical Reports 117, Bank of Canada.
    • Handle: RePEc:bca:bocatr:117
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    References listed on IDEAS

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    Cited by:

    1. Karim McDaniels & Nico Palesch & Sanjam Suri & Zacharie Quiviger & John Walsh, 2021. "Updated Methodology for Assigning Credit Ratings to Sovereigns," Discussion Papers 2021-16, Bank of Canada.

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    More about this item

    Keywords

    Debt management; Development economics; Financial institutions; International financial markets;
    All these keywords.

    JEL classification:

    • F3 - International Economics - - International Finance
    • F34 - International Economics - - International Finance - - - International Lending and Debt Problems
    • G1 - Financial Economics - - General Financial Markets
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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