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The Perils of Bilateral Sovereign Debt / Francisco Roldan, Cesar Sosa Padilla.

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Format:
Book
Government document
Author/Creator:
Roldan, Francisco.
Contributor:
Sosa Padilla, Cesar.
Series:
IMF Working Papers; Working Paper ; No. 2025/235
IMF Working Papers
Language:
English
Physical Description:
1 online resource (30 pages)
Place of Publication:
Washington, D.C. : International Monetary Fund, 2025.
Summary:
We study the interaction between private and official sovereign debts. We develop a quantitative sovereign default model featuring a senior creditor with whom borrowing terms are negotiated. We use this model to evaluate implications of the emergence of new official lenders not bound by the Paris Club framework. The dynamics of bilateral bargaining lead the government to issue more market debt, raising default risk and creating welfare losses. This relational overborrowing effect arises in the model due to an endogenous cross-elasticity of bilateral terms to market debt, which can be assessed in practice to evaluate new forms of bilateral sovereign debt.
Notes:
Description based on print version record.
ISBN:
979-82-290-3109-7

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