Documents et rapports
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The World Bank’s MultiCat program : using catastrophe bonds to insure against natural disaster risks (anglais)
This brief talks about the catastrophe bond market which came into being in the early nineties. In response to requests from its member countries, the World Bank has developed a menu of innovative financial...
Type de document: Fiche Numéro du rapport: 120186 Date du document: 1 janvier 2011 Mode de publication: Disclosed Auteur: Garcia,Alejandro,Paul,Nirmaljit Singh,Zelenko,Ivan
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A financing facility for low-carbon development (anglais)
The reality of climate change associated with anthropogenic emissions is now widely acknowledged by the scientific community. Its potential devastating future harms are equally well perceived and as stated...
Type de document: Publication Numéro du rapport: 57874 Date du document: 21 septembre 2010 Mode de publication: Disclosed Auteur: Gouvello, Christophede,Zelenko,Ivan,Ambrosi,Philippe
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Capital markets as greenhouse gas emission reduction drivers (anglais)
Participants in international capital markets traditionally gather in London every June at the annual Euromoney borrowers and investors conference. Investment bankers and their clients like to take the...
Type de document: Fiche Numéro du rapport: 120167 Date du document: 1 janvier 2009 Mode de publication: Disclosed Auteur: Krouskas,Konstantinos A.,Paul,Nirmaljit Singh,Zelenko,Ivan
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Do capital markets have a role in making catastrophe insurance a new development tool? (anglais)
Natural disasters have taken a human toll for centuries. They have engendered numerous myths and are part of world history, witness the ruins of Herculanum and Pompei. Over the last few decades, however...
Type de document: Fiche Numéro du rapport: 120142 Date du document: 1 janvier 2008 Mode de publication: Disclosed Auteur: Paul,Nirmaljit Singh,Zelenko,Ivan
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What determines U.S. Swap spreads ? (anglais)
This paper examines the evolution of the U.S. interest swap market. The authors review the theory and past empirical studies on U.S. swap spreads, and estimate an error-correction model for maturities...
Type de document: Publication Numéro du rapport: 33427 Date du document: 1 juin 2005 Mode de publication: Disclosed Auteur: Kobor,Adam,Shi,Lishan,Zelenko,Ivan