Database of sovereign defaults, 2016 / David Beers and Jamshid Mavalwalla.: FB3-1/101-2016E-PDF
"Until recently, there have been few efforts 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’s Credit Rating Assessment Group (CRAG) has developed a comprehensive database of sovereign defaults posted on the Bank of Canada’s website. Our database draws on previously published data sets compiled by various public and private sector sources. It combines elements of these, together with new information, to develop estimates of stocks of government obligations in default, including bonds and other marketable securities, bank loans, and official loans in default, valued in US dollars, for the years 1970 to 2015 on both a country-by-country and a global basis. This update of CRAG’s database, and subsequent updates, will be useful to researchers analyzing the economic and financial effects of individual sovereign defaults and, importantly, the impact on global financial stability of episodes involving multiple sovereign defaults"--Abstract, p. 1.
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.820197&sl=0
| Department/Agency | Bank of Canada. |
|---|---|
| Title | Database of sovereign defaults, 2016 / David Beers and Jamshid Mavalwalla. |
| Series title | Technical report, 1919-689X ; no. 101 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Note(s) | "June 2016 (An earlier version of this technical report was published in May 2015).” Includes bibliographical references (p. 17-22). Includes abstract in French. |
| Publishing information | [Ottawa] : Bank of Canada, 2016. |
| Author / Contributor | Beers, David T. Mavalwalla, Jamshid. |
| Description | ii, 35 p. : col. charts. |
| Catalogue number |
|
| Subject terms | Debts, Public Default (Finance) Databases |
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.- Date modified: