Amadou Nicolas Racine Sy

International Monetary Fund (IMF) - International Capital Markets Department

700 19th Street NW

Room 9-548

Washington, DC 20431

United States

Brookings Institution

Senior Fellow

1775 Massachusetts Ave, NW

Washington, DC 20036

United States

SCHOLARLY PAPERS

24

DOWNLOADS
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11,765

CITATIONS
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Top 5,007

in Total Papers Citations

104

Scholarly Papers (24)

Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis

IMF Working Paper No. 11/68
Number of pages: 28 Posted: 05 Apr 2011
Rabah Arezki, Bertrand Candelon and Amadou Nicolas Racine Sy
International Monetary Fund (IMF), University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 4,068 (1,581)
Citation 10

Abstract:

Announcements, Bonds, Capital markets, Credit, Cross country analysis, Eastern Europe, Financial crisis, Public information notices, Sovereign debt, Spillovers

Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis

CESifo Working Paper Series No. 3411
Number of pages: 29 Posted: 19 Apr 2011
Rabah Arezki, Bertrand Candelon and Amadou Nicolas Racine Sy
International Monetary Fund (IMF), University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 139 (174,489)
Citation 10

Abstract:

credit ratings, news, spillovers, financial markets

The Systemic Regulation of Credit Rating Agencies and Rated Markets

IMF Working Paper No. 09/129
Number of pages: 37 Posted: 30 Jun 2009
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Downloads 767 (25,065)
Citation 11

Abstract:

Bank supervision, Banking sector, Bonds, Capital markets, Credit, Credit risk, Financial crisis, Financial risk, Financial systems, Governance, Nonbank financial sector, Risk management, Securities markets, Securities regulations

The Systemic Regulation of Credit Rating Agencies and Rated Markets

IMF Working Paper 09/129
Number of pages: 37 Posted: 23 Jun 2009
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Downloads 571 (37,522)
Citation 11

Abstract:

rating agencies, financial crises, structured credit products, macro-prudential, micro-prudential, regulation, systemic risk, procylicality

3.

Islamic Bond Issuance - What Sovereign Debt Managers Need to Know

International Journal of Islamic and Middle Eastern Finance and Management, Vol. 1, No. 4, pp. 330-344, 2008, Islamic Law and Law of the Muslim World Paper No. 09-63
Number of pages: 23 Posted: 12 Mar 2009 Last Revised: 07 Jul 2009
Andreas (Andy) Jobst, Peter Kunzel, Paul S. Mills and Amadou Nicolas Racine Sy
World Bank Group, International Monetary Fund (IMF), affiliation not provided to SSRN and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 801 (21,907)
Citation 5

Abstract:

debt management, securitization, structured finance, Islamic banking, Islamic finance, Islamic bond, shari'ah compliance, sukuk, mudharabah, ijara, murabaha, musharaka, riba

4.

Emerging Market Bond Spreads and Sovereign Credit Ratings: Reconciling Market Views with Economic Fundamentals

IMF Working Paper No. 01/165
Number of pages: 29 Posted: 11 Dec 2001
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Downloads 735 (26,120)
Citation 11

Abstract:

Bond Spreads, credit ratings, monitoring, sovereign risk, risk appetite

Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings

IMF Working Paper No. 05/78
Number of pages: 18 Posted: 03 Mar 2006
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Downloads 426 (54,563)

Abstract:

interest rate, risk management, government securities, duration, value-at-risk, Basel Core Principles

Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings

IMF Working Paper No. WP/05/78
Number of pages: 18 Posted: 04 May 2005
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Downloads 260 (96,633)

Abstract:

interest rate, risk management, government securities, duration, value-at-risk, Basel Core Principles

6.
Downloads 567 ( 38,461)
Citation 10

Distance-to-Default in Banking: A Bridge Too Far?

IMF Working Paper No. 06/215
Number of pages: 19 Posted: 31 Oct 2006
Jorge A. Chan-Lau and Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 567 (37,904)
Citation 10

Abstract:

Banks, insolvency, closure, prompt corrective action, distance-to-default, distance-to-capital

Distance-to-Default in Banking: A Bridge Too Far?

Journal of Banking Regulation, Vol. 9, No. 1, pp. 14-24, November 2007
Posted: 06 Dec 2007
Jorge A. Chan-Lau and Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF) - International Capital Markets Department

Abstract:

Banks, insolvency, closure, prompt corrective action, distance-to-default, distance-to-capital

7.

Rating the Rating Agencies: Anticipating Currency Crises or Debt Crises?

IMF Working Paper No. 03/122
Number of pages: 26 Posted: 01 Aug 2003
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Downloads 396 (57,251)
Citation 20

Abstract:

Crisis, default, distress, early-warning systems, probability of default, ratings

8.

How Risky are Banks' Risk Weighted Assets? Evidence from the Financial Crisis

IMF Working Paper No. 12/36
Number of pages: 40 Posted: 02 Feb 2012
Sonali Das and Amadou Nicolas Racine Sy
International Monetary Fund (IMF) and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 360 (42,462)
Citation 4

Abstract:

Banks, Capital, Liquidity, Asset management, Bank supervision, Credit risk, Global Financial Crisis 2008-2009, Stock prices, banking, return on assets, dummy variables, standard errors, independent variables, bank risk, standard deviation

Setting Up a Sovereign Wealth Fund: Some Policy and Operational Considerations

IMF Working Paper No. 09/179
Number of pages: 22 Posted: 17 Sep 2009
Udaibir Das, Yinqiu Lu, Christian Mulder and Amadou Nicolas Racine Sy
International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF) - Policy Development and Review Department and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 179 (140,027)
Citation 5

Abstract:

Financial assets, Fiscal management, Fiscal policy, Fiscal stability, Investment, Investment policy, Public investment, Public sector savings, Reserves, Reserves adequacy, Sovereign wealth funds, Stabilization funds

Setting Up a Sovereign Wealth Fund: Some Policy and Operational Considerations

IMF WP/09/179
Number of pages: 22 Posted: 19 Oct 2009
Udaibir Das, Yinqiu Lu, Christian Mulder and Amadou Nicolas Racine Sy
International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF) - Policy Development and Review Department and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 161 (153,968)
Citation 5

Abstract:

Financial assets, Fiscal management, Fiscal policy, Fiscal stability, Investment, Investment policy, Public investment, Public sector savings, Reserves, Reserves adequacy, Sovereign wealth funds, Stabilization funds

10.

Capital Account Liberalization and Risk Management in India

IMF Working Paper No. 07/251
Number of pages: 14 Posted: 25 Jan 2008
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Downloads 278 (88,674)

Abstract:

Working Paper, Capital account convertibility, India, Risk management

11.

The Role of Mature Market Mutual Funds in Emerging Markets: Myth or Mayhem?

IMF Working Paper No. 04/133
Number of pages: 25 Posted: 13 Sep 2004
Li Ong and Amadou Nicolas Racine Sy
International Monetary Fund (IMF) and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 255 (99,132)
Citation 1

Abstract:

Asset allocation, crossover investors, dedicated investors, emerging markets, mature markets, mutual funds

12.

Financial Integration in the West African Economic and Monetary Union

IMF Working Paper No. 06/214
Number of pages: 25 Posted: 31 Oct 2006
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Downloads 237 (95,235)
Citation 4

Abstract:

BCEAO, Financial integration, Sigma- and Beta- Convergence, WAEMU

13.

Debt Crises and the Development of International Capital Markets

IMF Working Paper No. 04/44
Number of pages: 33 Posted: 06 Apr 2004
Andrea Pescatori and Amadou Nicolas Racine Sy
Federal Reserve Bank of Cleveland and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 221 (114,741)
Citation 8

Abstract:

Bond spreads, capital markets, debt crisis, default, emerging markets

14.

Currency Boards, Credibility, and Macroeconomic Behavior

IMF Working Paper No. 00/97
Number of pages: 46 Posted: 02 Oct 2000
Amadou Nicolas Racine Sy and Luis A. Rivera-Batiz
International Monetary Fund (IMF) - International Capital Markets Department and Universidad de Puerto Rico - Graduate School of Business Administration
Downloads 220 (112,711)
Citation 4

Abstract:

credibility, currency board, currency crisis, fixed exchange rate

15.

Managerial Entrenchment and the Choice of Debt Financing

IMF Working Paper No. 99/94
Number of pages: 29 Posted: 15 Feb 2006
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Downloads 196 (121,814)
Citation 1

Abstract:

Covenant Restrictions Credit Risk Managerial Entrenchment Private Debt Public Debt

16.

Regulating Credit Ratings Agencies: Where to Now?

Journal of Financial Transformation, Volume 31, March 2011
Number of pages: 12 Posted: 02 Aug 2012
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Downloads 137 (158,932)

Abstract:

Credit rating agencies, Dodd-Frank, regulation, Section 939A, ECB, collateral rules

17.

Were Bid-Ask Spreads in the Foreign Exchange Market Excessive During the Asian Crisis?

IMF Working Paper No. 05/34
Number of pages: 32 Posted: 18 Mar 2005
Torbjorn Becker and Amadou Nicolas Racine Sy
affiliation not provided to SSRN and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 126 (184,766)
Citation 2

Abstract:

Foreign exchange, market microstructure, bid-ask spreads, Asian crisis

18.

Local Currency Debt Markets in the West African Economic and Monetary Union

IMF Working Paper No. 07/256
Number of pages: 19 Posted: 25 Jan 2008
Amadou Nicolas Racine Sy
International Monetary Fund (IMF) - International Capital Markets Department
Downloads 121 (184,766)
Citation 1

Abstract:

West African Economic and Monetary Union, Debt, Bonds, Debt management, Excess liquidity

19.

Beyond Aid: How Much Should African Countries Pay to Borrow?

IMF Working Paper No. 10/140
Number of pages: 22 Posted: 21 Jun 2010
Cheikh Anta Gueye and Amadou Nicolas Racine Sy
International Monetary Fund (IMF) and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 51 (293,997)
Citation 1

Abstract:

External borrowing, External financing, Capital inflows, International bond markets, International capital markets, Infrastructure, Low-income developing countries, Africa

20.

Are There Spillover Effects from Munis?

IMF Working Paper No. 11/290
Number of pages: 19 Posted: 12 Dec 2011
Rabah Arezki, Bertrand Candelon and Amadou Nicolas Racine Sy
International Monetary Fund (IMF), University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 37 (350,198)
Citation 2

Abstract:

Bond markets, Bonds, Fiscal analysis, Risk management, Spillovers, United States

21.

Municipal Fallout

Finance & Development, p. 34, September 2011
Number of pages: 3 Posted: 03 Nov 2011
Rabah Arezki, Bertrand Candelon and Amadou Nicolas Racine Sy
International Monetary Fund (IMF), University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 35 (366,957)

Abstract:

22.

How Did Markets React to Stress Tests?

IMF Working Paper No. 15/75
Number of pages: 22 Posted: 05 May 2015
Bertrand Candelon and Amadou Nicolas Racine Sy
University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 19 (277,959)

Abstract:

Stress testing, European Union, Banks, Stock markets, Macroprudential policies and financial stability, stress tests, capital, governance, recapitalization, banking, risk, banking sector, capital adequacy, debt, sovereign risk

23.

Are Debt Crises Adequately Defined?

IMF Staff Papers, Vol. 54, Issue 2, pp. 306-337, 2007
Number of pages: 32 Posted: 13 Oct 2010
Andrea Pescatori and Amadou Nicolas Racine Sy
Federal Reserve Bank of Cleveland and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 1 (547,239)
Citation 3
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Abstract:

24.

U.S. Interest Rates and Emerging Market Bond Yield Spreads: A Changing Relationship?

Journal of Fixed Income, Vol. 22, No. 4, 2013
Posted: 06 Apr 2013
Cheikh Anta Gueye and Amadou Nicolas Racine Sy
International Monetary Fund (IMF) and International Monetary Fund (IMF) - International Capital Markets Department

Abstract:

bond spreads, emerging markets, push and pull factors, interest rates, spreads, US