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
Resource Information
The item Measuring sovereign risk in Turkey : an application of the contingent claims approach, prepared by Christian Keller, Peter Kunzel, and Marcos Souto represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of San Diego Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Measuring sovereign risk in Turkey : an application of the contingent claims approach, prepared by Christian Keller, Peter Kunzel, and Marcos Souto represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of San Diego Libraries.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Extent
- 1 online resource (27 pages)
- Isbn
- 9781451912500
- 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
- Subject
-
- Risk management -- Econometric models
- Risk management -- Turkey -- Econometric models
- Since 1960
- Turkey
- Turkey -- Claims | Econometric models
- Turkey -- Economic conditions -- 1960- -- Econometric models
- Turkey -- Economic policy | Econometric models
- Electronic books
- Economic policy -- Econometric models
- Economic history
- 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
- 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
- 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
- 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.
Subject
- Risk management -- Econometric models
- Risk management -- Turkey -- Econometric models
- Since 1960
- Turkey
- Turkey -- Claims | Econometric models
- Turkey -- Economic conditions -- 1960- -- Econometric models
- Turkey -- Economic policy | Econometric models
- Electronic books
- Economic policy -- Econometric models
- Economic history
Genre
Member of
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.sandiego.edu/portal/Measuring-sovereign-risk-in-Turkey--an/V3KnJUArGvo/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.sandiego.edu/portal/Measuring-sovereign-risk-in-Turkey--an/V3KnJUArGvo/">Measuring sovereign risk in Turkey : an application of the contingent claims approach, prepared by Christian Keller, Peter Kunzel, and Marcos Souto</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.sandiego.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.sandiego.edu/">University of San Diego Libraries</a></span></span></span></span></div>
