Manmohan Singh

International Monetary Fund (IMF)

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

36

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11,351

CITATIONS
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Top 7,952

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58

Scholarly Papers (36)

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 966 (21,918)
Citation 13

Abstract:

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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 331 (88,373)
Citation 4

Abstract:

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2.

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 969 (22,213)
Citation 4

Abstract:

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

3.

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 861 (26,360)
Citation 2

Abstract:

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

4.

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 849 (26,881)

Abstract:

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

5.

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 801 (29,142)
Citation 1

Abstract:

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

6.

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 764 (31,120)
Citation 4

Abstract:

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Working Papers

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 619 (41,322)

Abstract:

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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 557 (47,453)

Abstract:

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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 528 (50,764)

Abstract:

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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 221 (135,429)

Abstract:

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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 196 (151,972)
Citation 1

Abstract:

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11.

Shadow Banking: Economics and Policy

Number of pages: 37 Posted: 11 Dec 2012
Bank for International Settlements (BIS), International Monetary Fund (IMF), International Monetary Fund and International Monetary Fund (IMF)
Downloads 356 (81,882)
Citation 16

Abstract:

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shadow banking, securitization, collateral, systemic risk

12.

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 351 (83,204)

Abstract:

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Working Papers

13.

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 298 (99,782)

Abstract:

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Bonds, Credit, Debt restructuring, Emerging markets

14.

Collateral Reuse and Balance Sheet Space

IMF Working Paper No. 17/113
Number of pages: 30 Posted: 16 Oct 2017
Manmohan Singh
International Monetary Fund (IMF)
Downloads 291 (102,387)
Citation 3

Abstract:

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collateral velocity; securities lending; prime brokerage; OTC derivatives; repo, collateral velocity, securities lending, prime brokerage, OTC derivatives, repo, Government Policy and Regulation, International Monetary Arrangements and Institutions, Corporation and Securities Law

15.

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 263 (113,959)
Citation 8

Abstract:

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

16.

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 252 (119,218)

Abstract:

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

17.

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 237 (126,794)
Citation 2

Abstract:

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regulation, collateral, OTC, derivatives

18.

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 236 (127,331)
Citation 2

Abstract:

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Asset management, Central banks, Money, Securities markets

19.

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 187 (158,770)

Abstract:

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

20.

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 176 (167,658)

Abstract:

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

21.
Downloads 137 (206,859)
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 83 (296,135)
Citation 1

Abstract:

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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 54 (374,679)

Abstract:

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

22.

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 134 (210,547)

Abstract:

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Debt, Japan, Emerging markets, Debt restructuring

23.

'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 121 (227,794)
Citation 1

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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

24.

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 115 (236,554)
Citation 4

Abstract:

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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

25.

The (Other) Deleveraging

IMF Working Paper No. 12/179
Number of pages: 23 Posted: 01 Nov 2012
Manmohan Singh
International Monetary Fund (IMF)
Downloads 99 (262,543)

Abstract:

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

26.

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 92 (275,220)
Citation 3

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

27.

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 79 (302,237)
Citation 1

Abstract:

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

28.

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 61 (347,794)
Citation 2

Abstract:

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

29.

Leverage - A Broader View

Number of pages: 29 Posted: 01 Oct 2017
Zohair Alam and Manmohan Singh
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 59 (353,578)

Abstract:

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regulations, financial stability, leverage ratio, off balance sheet, pledged collateral

30.

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 39 (420,976)
Citation 1

Abstract:

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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,

31.

Central Bank Balance Sheet Policies and Spillovers to Emerging Markets

IMF Working Paper No. 17/172
Number of pages: 28 Posted: 05 Sep 2017
Manmohan Singh and Haobin Wang
International Monetary Fund (IMF) and Yale University
Downloads 37 (429,126)

Abstract:

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financial spillovers; collateral; RRP (reverse repo program); fed funds rate; General Collateral Finance (GCF rate); macro-prudential; capital control; quantitative easing, financial spillovers, collateral, RRP (reverse repo program), fed funds rate, General Collateral Finance (GCF rate), macro-prudential, capital control, quantitative easing, Government Policy and Regulation, International Monetary Arrangements and Institutions, Corporation and Securities Law

32.

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 34 (441,389)

Abstract:

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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,

Central Bank Balance Sheet Policies and Spillovers to Emerging Markets

IMF working paper no. WP/17/172
Number of pages: 27 Posted: 02 Oct 2017
Manmohan Singh and Haobin Wang
International Monetary Fund (IMF) and Yale University
Downloads 18 (542,757)
Citation 1

Abstract:

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financial spillovers; collateral; RRP (reverse repo program); fed funds rate; General Collateral Finance (GCF rate); macro-prudential; capital control; quantitative easing

34.

The Morning After--The Impact on Collateral Supply after a Major Default

IMF Working Paper No. 18/228
Number of pages: 27 Posted: 10 Dec 2018
Dermot Turing and Manmohan Singh
Independent and International Monetary Fund (IMF)
Downloads 15 (541,365)

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Liquidity, Default, International financial markets, HQLA, clearing, derivatives, CCPs, liquidity coverage ratio, VMGH, initial margin, International Monetary Arrangements and Institutions, Corporation and Securities Law, Government Policy and Regulation

35.

Pledged Collateral Market's Role in Transmission to Short-Term Market Rates

IMF Working Paper No. 19/106
Number of pages: 22 Posted: 14 Jun 2019
Manmohan Singh and Rohit Goel
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 2 (626,701)

Abstract:

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Central banks, Bank liquidity, Central banking, Sovereign wealth funds, Banking systems, central banks balance sheet, monetary policy transmission, collateral velocity, premia, moneyness, collateral, bunds, repo

36.

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:

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Credit Default swaps, Brazil, recovery value, default risk