1300 New York Avenue NW
Washington, DC 20577
United States
Inter-American Development Bank (IDB)
Adjusted Forward Curve, Forecasting Spot Rate, Yield Curve Steepness, Credit Risk, Mean Reversion
Cross Currency Basis Swap, Hedging, Offshore Funding, Interest Rate Parity
Hedge Ratios, Forward Rate, Expected Spot Rate, Profit Maximization, Expected Utility
Public Bank, Debt Market, Equity, Credit Spreads, Objective Function
Sovereign Default, External Reserves Assets, Tail of the Distribution, Capital Requirements
Default, credit spread, sovereign, preferential credit treatment
Non-Parametric Estimator, Probabilities of Default Distribution, Collateral, Tail of the Distribution
Economic Depression, Latin America, Tail Event, Vector Auto-regressive Model
