BoC–BoE sovereign default database : methodology, assumptions and sources / by David Beers, Elliot Jones and John Walsh. : FB3-1/117-2020E-PDF
"Until recently, few efforts have been made 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 (BoC) developed a comprehensive database of sovereign defaults that is posted on its website and updated in partnership with the Bank of England (BoE). 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 comprehensive estimates of stocks of government obligations in default. These include bonds and other marketable securities, bank loans and official loans, valued in US dollars, for the years 1960 to 2019 on both a country-by-country and a global basis. This update of the BoC–BoE database, and future 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.
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.888896&sl=1
| Ministère/Organisme | Bank of Canada, issuing body. |
|---|---|
| Titre | BoC–BoE sovereign default database : methodology, assumptions and sources / by David Beers, Elliot Jones and John Walsh. |
| Titre de la série | Technical report = Rapport technique, 1919-689X ; no. 117 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Note(s) | "Last updated: June 29, 2020." Includes bibliographical references (pages 14-25). Includes abstract in French. |
| Information sur la publication | Ottawa, Ontario, Canada : Bank of Canada = Banque du Canada, 2020. ©2020 |
| Auteur / Contributeur | Beers, David, author. |
| Description | 1 online resource (41 pages) |
| Numéro de catalogue |
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| Descripteurs | Debts, External -- Canada -- Databases. Dettes extérieures -- Canada -- Bases de données. |
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