More broadly, growth in speculative-grade ratings tends to precede peaks in the default rate. However, the relationship has evolved since the global financial crisis. This is, in part, a result of the dramatic shift in interest rates since 2008 (see ...
investors in the bond coming due in 2006 and one coming due in 2013 had agreed to extend the maturity dates by an additional five years at the original coupon rate and accept payment-in-kind (additional bonds) in lieu of all the interest due in 2005 and half of the interest due in ...
New Asian Tigers – Indonesia, Malaysia, the Philippines, Thailand and Viet Nam – are going to join the group of most innovative Asian countries. These and other countries in Asia try to improve their innovation intensity, and they will use the experience of their more developed neighbors. ...
These models also constitute a framework of the arbitrage models which price interest rate derivatives using the market prices of bonds. Recent studies expand this framework, directly model observable market rates, incorporate an internally consistent correlation structure, use pricing factors as observable...
Table 9 Outstanding amounts of loans including accrued interest receivables and investment in debt securities before adjusted by credit risk mitigation classified by country or geographical area of debtor and asset classification as prescribed by the Bank of Thailand ………... 18 Table10 Provisions (...
R穆迪帮助ANDpdfandRates穆迪评级穆迪埃穆迪深圳 SPECIALCOMMENT GLOBALCREDITPOLICY MAY10,2011 TableofContents: INTRODUCTION2 DATAANDMETHODOLOGY3 TRENDSINCREDITQUALITY:THE DISTRIBUTIONOFSOVEREIGN RATINGS5 TRENDSINCREDITQUALITY:RATING ACTIONSANDMIGRATIONRATES6 HISTORICALSOVEREIGNDEFAULTS9 SOVEREIGNCUMULATIVEDEFAULT RATES12...
including concentration of quotes by name of the reference asset, rating composition, maturity and pricing. 1 Chamaree Suthiphongchai was seconded to the BIS by the Bank of Thailand while this special feature was being researched. The views expressed in this article are those of the authors and...
Caillault and Guegan (2005) reported the naïve estimation of tail dependence parameters, showing symmetric bivariate dependence structures for the Thailand/Malaysian markets and asymmetric for the Thailand/Indonesian markets and for the Malaysian /Indonesian markets. 3.3.2. Comparison of Tail Dependence...
Country Poland Portugal Russian Federation Saudi Arabia Singapore South Africa Spain Sweden Sweden Switzerland Switzerland Switzerland Thailand Turkey Ukraine United Arab Emirates United Kingdom United Kingdom United States United States United States United States United States United States ABB interest % ...
(Private) Ltd., Harare Country RUSSIA SAUDI ARABIA SINGAPORE SOUTH AFRICA SPAIN SWEDEN SWEDEN SWITZERLAND SWITZERLAND SWITZERLAND THAILAND TURKEY UKRAINE UNITED ARAB EMIRATES UNITED KINGDOM UNITED KINGDOM UNITED STATES UNITED STATES UNITED STATES VENEZUELA ZIMBABWE ABB interest % 100.00 65.00 100.00 80.00 ...