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The Resource Measuring sovereign risk in Turkey : an application of the contingent claims approach, prepared by Christian Keller, Peter Kunzel, and Marcos Souto

Measuring sovereign risk in Turkey : an application of the contingent claims approach, prepared by Christian Keller, Peter Kunzel, and Marcos Souto

Label
Measuring sovereign risk in Turkey : an application of the contingent claims approach
Title
Measuring sovereign risk in Turkey
Title remainder
an application of the contingent claims approach
Statement of responsibility
prepared by Christian Keller, Peter Kunzel, and Marcos Souto
Creator
Contributor
Author
Issuing body
Subject
Genre
Language
eng
Summary
Improved macroeconomic conditions and changes to the asset-liability structure on Turkish balance sheets since the 2001 crisis have improved Turkey's overall sovereign risk profile. Nonetheless, the country remains subject to bouts of volatility, as evidenced most recently in the May/June 2006 market turbulence. This paper examines these changes in Turkey's risk profile using the Contingent Claims Approach (CCA), to quantify the evolution of Turkey's sovereign risk, relate risk indicators to market prices of risk, and conduct scenario analyses to assess the effects of potential market volatility and policy adjustments on key risk indicators
Member of
Action
digitized
Cataloging source
OCLCE
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorDate
1969-
http://library.link/vocab/creatorName
Keller, Christian
Illustrations
illustrations
Index
no index present
LC call number
HG3881.5.I58
LC item number
W67 no.07/233 ONLINE
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Kunzel, Peter
  • Souto, Marcos Rietti
  • International Monetary Fund
Series statement
IMF Working Paper
Series volume
WP/07/233
http://library.link/vocab/subjectName
  • Risk management
  • Economic history
  • Economic policy
  • Risk management
  • Turkey
  • Turkey
  • Turkey
  • Turkey
Label
Measuring sovereign risk in Turkey : an application of the contingent claims approach, prepared by Christian Keller, Peter Kunzel, and Marcos Souto
Instantiates
Publication
Copyright
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (page 22)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
647337441
Dimensions
unknown
Extent
1 online resource (27 pages)
Form of item
online
Isbn
9781451912500
Issn
2227-8885
Level of compression
  • lossless
  • lossy
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451912500.001
Other physical details
illustrations
Reformatting quality
  • preservation
  • access
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)647337441
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Label
Measuring sovereign risk in Turkey : an application of the contingent claims approach, prepared by Christian Keller, Peter Kunzel, and Marcos Souto
Publication
Copyright
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (page 22)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
647337441
Dimensions
unknown
Extent
1 online resource (27 pages)
Form of item
online
Isbn
9781451912500
Issn
2227-8885
Level of compression
  • lossless
  • lossy
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451912500.001
Other physical details
illustrations
Reformatting quality
  • preservation
  • access
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)647337441
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

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