The Resource Understanding corporate vulnerabilities in Latin America, prepared by Carlos Caceres and Fabiano Rodrigues Bastos
Understanding corporate vulnerabilities in Latin America, prepared by Carlos Caceres and Fabiano Rodrigues Bastos
Resource Information
The item Understanding corporate vulnerabilities in Latin America, prepared by Carlos Caceres and Fabiano Rodrigues Bastos 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 Understanding corporate vulnerabilities in Latin America, prepared by Carlos Caceres and Fabiano Rodrigues Bastos 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
- This paper analyzes the potential risks and vulnerabilities of non-financial corporates in Latin America and Canada. We quantify the impact of company-specific, countryspecific, and global factors in driving corporate spreads. Overall, we found that all these factors play a role in explaining corporate risk. In particular, country specific factors such as exchange rate and sovereign CDS spreads are significantly associated with changes in corporate spreads, underscoring the importance of solid policy frameworks. We also find that global conditions, such as the VIX, are dominant drivers of corporate spreads. In recent years, the adverse effects from deteriorating domestic conditions have been broadly offset by relatively benign global financial conditions. However, a sustained reversal in these conditions would put significant pressure on corporate risk.--Abstract
- Language
- eng
- Extent
- 1 online resource (34 pages)
- Note
-
- "April 2016."
- At head of title: "Western Hemisphere Department."
- Contents
-
- Cover; Table of Contents; Abstract; I. Introduction; II. Stylized Facts: Recent Dynamics in firm spreads and fundamentals; III. Dataset and Empirical Methodology; A. Dataset; B. Empirical Methodology; IV. Main Results and Discussion; V. Conclusions
- Isbn
- 9781484321546
- Label
- Understanding corporate vulnerabilities in Latin America
- Title
- Understanding corporate vulnerabilities in Latin America
- Statement of responsibility
- prepared by Carlos Caceres and Fabiano Rodrigues Bastos
- Subject
-
- Bond (finance)
- Canada
- Commodity
- Commodity market
- Consumer price index
- Corporate bond
- Corporations
- Corporations -- Canada
- Corporations -- Latin America
- Correlation and dependence
- Credit default swap
- Debt
- Electronic books
- Financial risk management
- Financial risk management -- Canada
- Financial risk management -- Latin America
- Latin America
- Prices
- Prices -- Canada
- Prices -- Latin America
- Bank
- Arbitrage
- Language
- eng
- Summary
- This paper analyzes the potential risks and vulnerabilities of non-financial corporates in Latin America and Canada. We quantify the impact of company-specific, countryspecific, and global factors in driving corporate spreads. Overall, we found that all these factors play a role in explaining corporate risk. In particular, country specific factors such as exchange rate and sovereign CDS spreads are significantly associated with changes in corporate spreads, underscoring the importance of solid policy frameworks. We also find that global conditions, such as the VIX, are dominant drivers of corporate spreads. In recent years, the adverse effects from deteriorating domestic conditions have been broadly offset by relatively benign global financial conditions. However, a sustained reversal in these conditions would put significant pressure on corporate risk.--Abstract
- Cataloging source
- DJB
- http://bibfra.me/vocab/lite/collectionName
- IMF eLibrary
- http://library.link/vocab/creatorName
- Caceres, Carlos
- Government publication
- international or intergovernmental publication
- Illustrations
- illustrations
- Index
- no index present
- LC call number
- HG3881.5.I58
- LC item number
- W67 No. 16/80 ONLINE
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- http://library.link/vocab/relatedWorkOrContributorName
-
- Bastos, Fabiano Rodrigues
- International Monetary Fund
- Series statement
- IMF Working Paper,
- Series volume
- WP/16/80
- http://library.link/vocab/subjectName
-
- Corporations
- Financial risk management
- Financial risk management
- Prices
- Corporations
- Prices
- Arbitrage
- Bank
- Bond (finance)
- Commodity market
- Commodity
- Consumer price index
- Corporate bond
- Corporations
- Correlation and dependence
- Credit default swap
- Debt
- Financial risk management
- Prices
- Canada
- Latin America
- Label
- Understanding corporate vulnerabilities in Latin America, prepared by Carlos Caceres and Fabiano Rodrigues Bastos
- Note
-
- "April 2016."
- At head of title: "Western Hemisphere Department."
- Bibliography note
- Includes bibliographical references (page 33)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Cover; Table of Contents; Abstract; I. Introduction; II. Stylized Facts: Recent Dynamics in firm spreads and fundamentals; III. Dataset and Empirical Methodology; A. Dataset; B. Empirical Methodology; IV. Main Results and Discussion; V. Conclusions
- Control code
- 946457525
- Extent
- 1 online resource (34 pages)
- Form of item
- online
- Isbn
- 9781484321546
- Issn
- 1018-5941
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.5089/9781484321546.001
- Other physical details
- color illustrations
- Specific material designation
- remote
- System control number
-
- imfWPIEA2016080
- (IMF)WPIEA2016080
- (OCoLC)946457525
- Label
- Understanding corporate vulnerabilities in Latin America, prepared by Carlos Caceres and Fabiano Rodrigues Bastos
- Note
-
- "April 2016."
- At head of title: "Western Hemisphere Department."
- Bibliography note
- Includes bibliographical references (page 33)
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- Cover; Table of Contents; Abstract; I. Introduction; II. Stylized Facts: Recent Dynamics in firm spreads and fundamentals; III. Dataset and Empirical Methodology; A. Dataset; B. Empirical Methodology; IV. Main Results and Discussion; V. Conclusions
- Control code
- 946457525
- Extent
- 1 online resource (34 pages)
- Form of item
- online
- Isbn
- 9781484321546
- Issn
- 1018-5941
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.5089/9781484321546.001
- Other physical details
- color illustrations
- Specific material designation
- remote
- System control number
-
- imfWPIEA2016080
- (IMF)WPIEA2016080
- (OCoLC)946457525
Subject
- Bond (finance)
- Canada
- Commodity
- Commodity market
- Consumer price index
- Corporate bond
- Corporations
- Corporations -- Canada
- Corporations -- Latin America
- Correlation and dependence
- Credit default swap
- Debt
- Electronic books
- Financial risk management
- Financial risk management -- Canada
- Financial risk management -- Latin America
- Latin America
- Prices
- Prices -- Canada
- Prices -- Latin America
- Bank
- Arbitrage
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/Understanding-corporate-vulnerabilities-in-Latin/61jvbJqjt4Y/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.sandiego.edu/portal/Understanding-corporate-vulnerabilities-in-Latin/61jvbJqjt4Y/">Understanding corporate vulnerabilities in Latin America, prepared by Carlos Caceres and Fabiano Rodrigues Bastos</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>
