Saturday, September 17, 2011

Repeat: Sovereign Debt Series

by Calculated Risk on 9/17/2011 10:35:00 PM

CR Note: This series is from "Some investor guy". He wrote these posts just over a year ago. The series starts with some basics, and concludes in Part 5 with some speculation. The data is a year old - as an example the probability of default for Greece is now close to 100%! (as opposed to over 50% last year).

• Part 1: How Large is the Outstanding Value of Sovereign Bonds?

• Part 2. How Often Have Sovereign Countries Defaulted in the Past?

• Part 2B: More on Historic Sovereign Default Research

• Part 3. What are the Market Estimates of the Probabilities of Default?

• Part 4. What are Total Estimated Losses on Sovereign Bonds Due to Default?

• Part 5A. What Happens If Things Go Really Badly? $15 Trillion of Sovereign Debt in Default

• Part 5B. Part 5B. What Happens If Things Go Really Badly? More Things Can Go Badly: Credit Default Swaps, Interest Swaps and Options, Foreign Exchange

• Part 5C. Some Policy Options, Good and Bad

• Part 5D. European Banks, What if Things Go Really Badly?

Summary for Week ending September 16th
Schedule for Week of Sept 18th