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Commodity Prices and Debt Sustainability

Abstract

Introduction

Objectives, Instruments and Scope

Financial Structure

Commodity Swaps

Commodity Swaptions

Oil Imports

The Commodity Price Trend

Offsetting

Simulations

Welfare Analysis

Simulation Results

Simulated Impact on Creditor Institutions

Discussion

Basis Risk

Quantity Variation

Conclusions

Appendix: Social Welfare and Detailed Results

References

Book Related

Stock Market & Finance

Commodity Prices and Debt Sustainability

Keywords :Debt Sustainability , Commodity

This paper is based on an earlier paper, “Realignment of debt service obligations and ability to pay in concessional lending: feasibility and modalities” which was commissioned by the World Bank.

By Prof. Christopher L. Gilbert, Prof. Alexandra Tabova

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