Manmohan Singh

International Monetary Fund (IMF)

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 2,947

SSRN RANKINGS

Top 2,947

in Total Papers Downloads

10,055

CITATIONS
Rank 8,086

SSRN RANKINGS

Top 8,086

in Total Papers Citations

57

Scholarly Papers (30)

The Sizable Role of Rehypothecation in the Shadow Banking System

IMF Working Paper No. 10/172
Number of pages: 16 Posted: 02 Sep 2010
Manmohan Singh
International Monetary Fund (IMF)
Downloads 875 (20,169)
Citation 9

Abstract:

Rehypothecation, FSA, Velocity or Churning of Collateral, Counterparty Risk

The (Sizable) Role of Rehypothecation in the Shadow Banking System

IMF Working Paper No. 10/172
Number of pages: 16 Posted: 04 Aug 2010
Manmohan Singh and James Aitken
International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 328 (73,102)
Citation 9

Abstract:

2.

The Pricing of Credit Default Swaps During Distress

IMF Working Paper No. 06/254
Number of pages: 25 Posted: 19 Jan 2007
Jochen R. Andritzky and Manmohan Singh
German Council of Economic Experts and International Monetary Fund (IMF)
Downloads 808 (22,350)
Citation 5

Abstract:

Credit risk, Brazil, Risk premium, Bond markets, Prices

3.

Deleveraging after Lehman -- Evidence from Reduced Rehypothecation

IMF Working Paper No. 09/42
Number of pages: 13 Posted: 23 Mar 2009
Manmohan Singh and James Aitken
International Monetary Fund (IMF) and UBS AG
Downloads 689 (27,567)
Citation 5

Abstract:

Working Papers

4.

Counterparty Risk, Impact on Collateral Flows and Role for Central Counterparties

IMF Working Paper No. 09/173
Number of pages: 16 Posted: 19 Aug 2009
Manmohan Singh and James Aitken
International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 658 (25,372)
Citation 5

Abstract:

Banking sector, Bankruptcy, Banks, Bonds, Capital markets, Financial institutions, Financial instruments, Financial risk, Nonbank financial sector, Securities markets

5.

Collateral, Netting and Systemic Risk in the OTC Derivatives Market

IMF Working Paper No. 10/99
Number of pages: 16 Posted: 19 Apr 2010
Manmohan Singh
International Monetary Fund (IMF)
Downloads 627 (26,620)
Citation 6

Abstract:

Asset management, Banks, Capital, Capital markets, Credit risk, Financial institutions, Financial instruments, Financial risk, Securities regulations

6.

The Nonbank-Bank Nexus and the Shadow Banking System

IMF Working Paper No. 11/289
Number of pages: 19 Posted: 12 Dec 2011
Zoltan Pozsar and Manmohan Singh
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 571 (23,952)
Citation 4

Abstract:

Asset management, Banking systems, Capital markets, Financial intermediation, Nonbank financial sector

7.

Counterparty Risk in the Over-the-Counter Derivatives Market

IMF Working Paper No. 08/258
Number of pages: 21 Posted: 18 Dec 2008
Miguel Segoviano Basurto and Manmohan Singh
International Monetary Fund (IMF) - Monetary and Financial Systems Department and International Monetary Fund (IMF)
Downloads 570 (35,606)

Abstract:

8.

Insurance Companies in Emerging Markets

IMF Working Paper No. 05/88
Number of pages: 21 Posted: 03 Mar 2006
Janet Kong and Manmohan Singh
affiliation not provided to SSRN and International Monetary Fund (IMF)
Downloads 518 (40,139)
Citation 2

Abstract:

Insurance companies, emerging markets, asset allocation, investments

9.

Use of Participatory Notes in Indian Equity Markets and Recent Regulatory Changes

IMF Working Paper No. 07/291
Number of pages: 15 Posted: 27 Dec 2007
Manmohan Singh
International Monetary Fund (IMF)
Downloads 517 (41,568)
Citation 2

Abstract:

Hedge funds, India, Foreign investment

Are Credit Default Swap Spreads High in Emerging Markets? An Alternative Methodology for Proxying Recovery Value

IMF Working Paper No. 03/242
Number of pages: 8 Posted: 15 Feb 2006
Manmohan Singh
International Monetary Fund (IMF)
Downloads 216 (114,656)
Citation 4

Abstract:

recovery value credit default swaps cheapest-to-deliver bonds

Are Credit Default Swap Spreads High in Emerging Markets? An Alternative Methodology for Proxying Recovery Value

Number of pages: 8 Posted: 08 Aug 2008
Manmohan Singh
International Monetary Fund (IMF)
Downloads 194 (127,328)
Citation 4

Abstract:

11.

The Use (and Abuse) of CDS Spreads during Distress

IMF Working Paper No. 09/62
Number of pages: 13 Posted: 23 Mar 2009
Carolyne Spackman and Manmohan Singh
American University - Department of Economics and International Monetary Fund (IMF)
Downloads 343 (68,759)
Citation 2

Abstract:

Working Papers

12.

Overpricing in Emerging Market Credit-Default-Swap Contracts: Some Evidence from Recent Distress Cases

IMF Working Paper No. 05/125
Number of pages: 14 Posted: 03 Mar 2006
Manmohan Singh and Jochen R. Andritzky
International Monetary Fund (IMF) and Universität St. Gallen
Downloads 284 (83,857)
Citation 2

Abstract:

Bonds, Credit, Debt restructuring, Emerging markets

13.

Shadow Banking: Economics and Policy

Number of pages: 37 Posted: 11 Dec 2012
Bank for International Settlements, International Monetary Fund (IMF), International Monetary Fund and International Monetary Fund (IMF)
Downloads 249 (80,932)
Citation 1

Abstract:

shadow banking, securitization, collateral, systemic risk

14.

Making OTC Derivatives Safe - A Fresh Look

IMF Working Paper No. 11/66
Number of pages: 23 Posted: 28 Mar 2011
Manmohan Singh
International Monetary Fund (IMF)
Downloads 216 (105,839)
Citation 1

Abstract:

Bankruptcy, Capital markets, Credit risk, Financial institutions, Financial instruments, Risk management

15.

New Regulations and Collateral Requirements – Implications for the OTC Derivatives Market

SWIFT Institute Working Paper No. 2012-004
Number of pages: 22 Posted: 11 Oct 2013 Last Revised: 15 Oct 2013
Manmohan Singh
International Monetary Fund (IMF)
Downloads 175 (119,454)

Abstract:

regulation, collateral, OTC, derivatives

16.

Japan`s Distressed-Debt Market

IMF Working Paper No. 04/86
Number of pages: 30 Posted: 15 Feb 2006
Manmohan Singh
International Monetary Fund (IMF)
Downloads 173 (134,705)

Abstract:

Nonperforming loans, subperforming loans, distressed-debt investors, vulture funds, Japan

17.

Money and Collateral

IMF Working Paper No. 12/95
Number of pages: 21 Posted: 03 May 2012
Manmohan Singh and Peter Stella
International Monetary Fund (IMF) and Stellar Consulting
Downloads 151 (126,949)
Citation 4

Abstract:

Asset management, Central banks, Money, Securities markets

18.

Testing Real Interest Parity in Emerging Markets

IMF Working Paper No. 06/249
Number of pages: 22 Posted: 13 Nov 2006
Manmohan Singh and Abhisek Banerjee
International Monetary Fund (IMF) and Independent
Downloads 149 (142,410)
Citation 2

Abstract:

real interest parity; short-term local emerging market debt; Pesaran's CADF test

19.

Velocity of Pledged Collateral: Analysis and Implications

IMF Working Paper No. 11/256
Number of pages: 25 Posted: 19 Nov 2011
Manmohan Singh
International Monetary Fund (IMF)
Downloads 140 (110,520)
Citation 2

Abstract:

Asset management, Banks, Economic models, Hedge funds, International financial system, Monetary policy, Nonbank financial sector

20.
Downloads 135 (174,814)
Citation 1

Price of Risk - Recent Evidence from Large Financials

IMF Working Paper No. 10/190
Number of pages: 13 Posted: 02 Sep 2010
Karim Youssef and Manmohan Singh
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 82 (250,817)
Citation 1

Abstract:

Price of Risk, Risk-Neutral Probabilities, Real-World Probabilities, Cheapest-to-Deliver

Price of Risk - Recent Evidence from Large Financials

IMF Working Paper No. 10/190
Number of pages: 13 Posted: 24 Aug 2010
Karim Youssef and Manmohan Singh
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 53 (318,813)
Citation 1

Abstract:

Bonds, Capital markets, Credit risk, Financial institutions, International banking

21.

Japan's Distressed Debt Market

IMF Working Paper No. 04/86
Number of pages: 30 Posted: 14 Apr 2008
Kazunari Ohashi and Manmohan Singh
affiliation not provided to SSRN and International Monetary Fund (IMF)
Downloads 126 (181,295)

Abstract:

Debt, Japan, Emerging markets, Debt restructuring

22.

'Puts' in the Shadow

IMF Working Paper No. 12/229
Number of pages: 22 Posted: 01 Nov 2012
Manmohan Singh
International Monetary Fund (IMF)
Downloads 94 (211,450)

Abstract:

Shadow Banking, Money Market Funds, Tri-party Repo, Otc Derivatives, Ccps, Floating Rate Notes, Collateral, Sifis, Sibs, Non-banks, Banking Systems, Financial Institutions, Nonbank Financial Sector, Shadow Economy, General Financial Markets

23.

The Changing Collateral Space

IMF Working Paper No. 13/25
Number of pages: 20 Posted: 22 Feb 2013
Manmohan Singh
International Monetary Fund (IMF)
Downloads 68 (243,171)

Abstract:

CCPs, custodians, CSDs, LCR, central banks and QE, velocity/re-use of collateral

24.

The (Other) Deleveraging

IMF Working Paper No. 12/179
Number of pages: 23 Posted: 01 Nov 2012
Manmohan Singh
International Monetary Fund (IMF)
Downloads 63 (258,160)

Abstract:

Pledged Collateral, Velocity Of Collateral, Rehypothecation, Deleveraging, Hedge Funds, Securities Lending, Taylor Rule, Banks, Debt Reduction, Liquidity, Monetary Aggregates, Nonbank Financial Sector

25.

Financial Plumbing and Monetary Policy

IMF Working Paper No. 14/111
Number of pages: 19 Posted: 18 Jul 2014
Manmohan Singh
International Monetary Fund (IMF)
Downloads 55 (232,877)

Abstract:

Central banks, Repurchase agreements, Securities markets, Balance sheets, Reserves, Financial intermediation, United States, Monetary policy, Financial stability, quantitative easing, collateral velocity, Federal Reserve, repo rate, hedge, hedge funds, hedge fund, central bank, hedging, money market, monetary fund, monetary policy framework, financial services, international financial markets, federal reserve monetary policy, financial system, monetary arrangements, derivative, financial markets, money market rate, derivatives markets, financial market, deposit rate, equity capital, cash deposit, international monetary arrangements, deposit insurance, financial reform, demand for money, gove

26.

Collateral and Monetary Policy

IMF Working Paper No. 13/186
Number of pages: 18 Posted: 26 Sep 2013
Manmohan Singh
International Monetary Fund (IMF)
Downloads 55 (264,366)

Abstract:

Monetary policy, Money markets, Central banks, velocity of collateral, IS/LM, quantitative easing, central banks, repo rate

27.

Cds Spreads in European Periphery - Some Technical Issues to Consider

IMF Working Paper No. NO.12/77
Number of pages: 18 Posted: 25 Mar 2012
Mohsan Bilal and Manmohan Singh
affiliation not provided to SSRN and International Monetary Fund (IMF)
Downloads 48 (311,293)

Abstract:

Cds Spreads, Peripheral Europe, Stochastic Recovery Rate, Probability Of Default, Collateral Use In Otc Derivatives, Cheapest-to-deliver Bonds, Price Of Risk, Economic Models

28.

Limiting Taxpayer 'Puts' - An Example from Central Counterparties

IMF Working Paper No. 14/203
Number of pages: 17 Posted: 11 Dec 2014
Manmohan Singh
International Monetary Fund (IMF)
Downloads 14 (394,678)

Abstract:

Nonbank financial sector, Systemically important financial institutions, Too-important-too-fail, Burden sharing, Risk management, Lender of last resort, Lender-of-last-resort, central counterparties, variation margin gains haircut, financial stability, derivative, derivatives, contracts, collateral, central bank, future, government policy, financial market, collateral arrangements, monetary fund, markets, public funds, financial collateral, interests, corporate insolvency, financial infrastructures, balance sheet, financial markets, hedge, international financial markets, mortgages, liquidity, pension, liquidation, depository institutions, asset managers, instruments, securities, bankruptcy,

29.

Managing the Fed's Liftoff and Transmission of Monetary Policy

IMF Working Paper No. 15/202
Number of pages: 21 Posted: 13 Oct 2015
Manmohan Singh
International Monetary Fund (IMF)
Downloads 0 (382,254)

Abstract:

reverse repo program (RRP), Fed Funds Rate (FF), General Collateral (GC) rate, repo, collateral, reserves, basis points, reserve, Government Policy and Regulation, Government Policy and Regulation, International Monetary Arrangements and Institutions, Corporation and Securities Law,

30.

The Pricing of Credit Default Swaps During Distress

Journal of Investment Management, Vol. 5, No. 5, 2007-2008
Posted: 20 Jan 2008
Jochen R. Andritzky and Manmohan Singh
Universität St. Gallen and International Monetary Fund (IMF)

Abstract:

Credit Default swaps, Brazil, recovery value, default risk