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Recovery Rates From Distressed Debt : Empirical Evidence From Chapter 11 Filings, International Litigation, and Recent Sovereign Debt Restructurings / Manmohan Singh.

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Format:
Book
Government document
Author/Creator:
Singh, Manmohan.
Series:
IMF Working Papers; Working Paper ; No. 2003/161
IMF Working Papers
Language:
English
Physical Description:
1 online resource (24 pages)
Place of Publication:
Washington, D.C. : International Monetary Fund, 2003.
Language Note:
English
Summary:
On a credit rating-adjusted basis, spreads on U.S. high-yield debt have typically been regarded as a lower bound for emerging market debt. However in the C-rated and defaulted segment, emerging market debt has traded at lower spreads than similarly rated U.S. high yield debt. We show that the lower spreads reflect the fact that the total returns from defaulted debt in the emerging markets have been significantly higher than returns from similarly rated high yield defaulted debt under Chapter 11.
Notes:
Bibliographic Level Mode of Issuance: Monograph
Description based on print version record.
ISBN:
9786613802859
9781462342808
1462342809
9781452707822
1452707820
9781282109964
1282109960
9781451902976
1451902972

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