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.

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Renseignements sur la publication
Ministère/Organisme Bank of Canada.
Titre Database of sovereign defaults, 2016 / David Beers and Jamshid Mavalwalla.
Titre de la série Technical report, 1919-689X ; no. 101
Type de publication Série - Voir l'enregistrement principal
Langue [Anglais]
Format Électronique
Document électronique
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.
Information sur la publication [Ottawa] : Bank of Canada, 2016.
Auteur / Contributeur Beers, David T.
Mavalwalla, Jamshid.
Description ii, 35 p. : col. charts.
Numéro de catalogue
  • FB3-1/101-2016E-PDF
Descripteurs Debts, Public
Default (Finance)
Databases
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