Manmohan Singh

International Monetary Fund (IMF)

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

39

DOWNLOADS
Rank 4,083

SSRN RANKINGS

Top 4,083

in Total Papers Downloads

12,559

SSRN CITATIONS
Rank 16,855

SSRN RANKINGS

Top 16,855

in Total Papers Citations

23

CROSSREF CITATIONS

43

Scholarly Papers (39)

The Sizable Role of Rehypothecation in the Shadow Banking System

Number of pages: 16 Posted: 02 Sep 2010
Manmohan Singh
International Monetary Fund (IMF)
Downloads 1,013 (27,915)
Citation 7

Abstract:

Loading...

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

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

Number of pages: 16 Posted: 04 Aug 2010
Manmohan Singh and James Aitken
International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 359 (105,913)
Citation 5

Abstract:

Loading...

2.

The Nonbank-Bank Nexus and the Shadow Banking System

Number of pages: 19 Posted: 12 Dec 2011
Zoltan Pozsar and Manmohan Singh
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 1,151 (23,516)
Citation 1

Abstract:

Loading...

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

3.

Collateral, Netting and Systemic Risk in the OTC Derivatives Market

Number of pages: 16 Posted: 19 Apr 2010
Manmohan Singh
International Monetary Fund (IMF)
Downloads 934 (31,794)

Abstract:

Loading...

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

Number of pages: 25 Posted: 19 Jan 2007
International Monetary Fund (IMF)German Council of Economic Experts and International Monetary Fund (IMF)
Downloads 870 (35,086)

Abstract:

Loading...

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

5.

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

Number of pages: 16 Posted: 19 Aug 2009
Manmohan Singh and James Aitken
International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 834 (37,188)

Abstract:

Loading...

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

Number of pages: 13 Posted: 23 Mar 2009
Manmohan Singh and James Aitken
International Monetary Fund (IMF) and UBS AG
Downloads 808 (38,853)

Abstract:

Loading...

Working Papers

7.

Counterparty Risk in the Over-the-Counter Derivatives Market

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 693 (47,824)

Abstract:

Loading...

8.

Insurance Companies in Emerging Markets

Number of pages: 21 Posted: 03 Mar 2006
Janet Kong and Manmohan Singh
affiliation not provided to SSRN and International Monetary Fund (IMF)
Downloads 602 (57,382)

Abstract:

Loading...

Insurance companies, emerging markets, asset allocation, investments

9.

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

Number of pages: 15 Posted: 27 Dec 2007
Manmohan Singh
International Monetary Fund (IMF)
Downloads 543 (65,336)

Abstract:

Loading...

Hedge funds, India, Foreign investment

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

Number of pages: 8 Posted: 15 Feb 2006
Manmohan Singh
International Monetary Fund (IMF)
Downloads 227 (171,252)

Abstract:

Loading...

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 199 (194,027)
Citation 2

Abstract:

Loading...

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 FundEuropean Central Bank, Financial Research Division and International Monetary Fund (IMF)
Downloads 405 (93,016)
Citation 12

Abstract:

Loading...

shadow banking, securitization, collateral, systemic risk

12.

The Use (and Abuse) of CDS Spreads during Distress

Number of pages: 13 Posted: 23 Mar 2009
Carolyne Spackman and Manmohan Singh
American University - Department of Economics and International Monetary Fund (IMF)
Downloads 370 (103,139)

Abstract:

Loading...

Working Papers

13.

Collateral Reuse and Balance Sheet Space

Number of pages: 30 Posted: 16 Oct 2017
Manmohan Singh
International Monetary Fund (IMF)
Downloads 335 (115,314)

Abstract:

Loading...

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

14.

Money and Collateral

Number of pages: 21 Posted: 03 May 2012
Manmohan Singh and Peter Stella
International Monetary Fund (IMF) and Central Bank Archaeology
Downloads 312 (124,423)

Abstract:

Loading...

Asset management, Central banks, Money, Securities markets

15.

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

Number of pages: 14 Posted: 03 Mar 2006
Manmohan Singh and Jochen R. Andritzky
International Monetary Fund (IMF) and Universität St. Gallen
Downloads 309 (125,726)

Abstract:

Loading...

Bonds, Credit, Debt restructuring, Emerging markets

16.

Velocity of Pledged Collateral: Analysis and Implications

Number of pages: 25 Posted: 19 Nov 2011
Manmohan Singh
International Monetary Fund (IMF)
Downloads 296 (131,668)
Citation 1

Abstract:

Loading...

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

17.

Making OTC Derivatives Safe - A Fresh Look

Number of pages: 23 Posted: 28 Mar 2011
Manmohan Singh
International Monetary Fund (IMF)
Downloads 266 (146,995)

Abstract:

Loading...

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

18.

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 256 (152,739)
Citation 3

Abstract:

Loading...

regulation, collateral, OTC, derivatives

19.

Japan's Distressed-Debt Market

Number of pages: 30 Posted: 15 Feb 2006
Manmohan Singh
International Monetary Fund (IMF)
Downloads 194 (198,597)

Abstract:

Loading...

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

20.

Testing Real Interest Parity in Emerging Markets

Number of pages: 22 Posted: 13 Nov 2006
Manmohan Singh and Abhisek Banerjee
International Monetary Fund (IMF) and Independent
Downloads 189 (203,420)

Abstract:

Loading...

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

21.

Japan's Distressed Debt Market

Number of pages: 30 Posted: 14 Apr 2008
Kazunari Ohashi and Manmohan Singh
affiliation not provided to SSRN and International Monetary Fund (IMF)
Downloads 167 (226,287)

Abstract:

Loading...

Debt, Japan, Emerging markets, Debt restructuring

22.
Downloads 142 (258,740)
Citation 1

Price of Risk - Recent Evidence from Large Financials

Number of pages: 13 Posted: 02 Sep 2010
Karim Youssef and Manmohan Singh
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 86 (369,725)
Citation 1

Abstract:

Loading...

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

Price of Risk - Recent Evidence from Large Financials

Number of pages: 13 Posted: 24 Aug 2010
Karim Youssef and Manmohan Singh
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 56 (468,085)

Abstract:

Loading...

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

23.

Financial Plumbing and Monetary Policy

Number of pages: 19 Posted: 18 Jul 2014
Manmohan Singh
International Monetary Fund (IMF)
Downloads 139 (263,103)

Abstract:

Loading...

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

24.

'Puts' in the Shadow

Number of pages: 22 Posted: 01 Nov 2012
Manmohan Singh
International Monetary Fund (IMF)
Downloads 134 (270,800)

Abstract:

Loading...

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

25.

Collateral and Monetary Policy

Number of pages: 18 Posted: 26 Sep 2013
Manmohan Singh
International Monetary Fund (IMF)
Downloads 112 (308,562)

Abstract:

Loading...

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

26.

The (Other) Deleveraging

Number of pages: 23 Posted: 01 Nov 2012
Manmohan Singh
International Monetary Fund (IMF)
Downloads 109 (314,470)

Abstract:

Loading...

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

27.

The Changing Collateral Space

Number of pages: 20 Posted: 22 Feb 2013
Manmohan Singh
International Monetary Fund (IMF)
Downloads 100 (333,138)

Abstract:

Loading...

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

28.

Leverage - A Broader View

Number of pages: 28 Posted: 01 Oct 2017 Last Revised: 29 Mar 2021
Zohair Alam and Manmohan Singh
University of Toronto - Rotman School of Management and International Monetary Fund (IMF)
Downloads 84 (371,721)

Abstract:

Loading...

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

29.

Cds Spreads in European Periphery - Some Technical Issues to Consider

Number of pages: 18 Posted: 25 Mar 2012
Mohsan Bilal and Manmohan Singh
affiliation not provided to SSRN and International Monetary Fund (IMF)
Downloads 68 (418,692)

Abstract:

Loading...

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

30.

Some Alternative Monetary Facts

Number of pages: 40 Posted: 09 Mar 2021
Peter Stella, Manmohan Singh and Apoorv Bhargava
Central Bank Archaeology, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 64 (432,081)

Abstract:

Loading...

31.

Limiting Taxpayer 'Puts' - An Example from Central Counterparties

Number of pages: 17 Posted: 11 Dec 2014
Manmohan Singh
International Monetary Fund (IMF)
Downloads 49 (488,704)
Citation 2

Abstract:

Loading...

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,

32.

Central Bank Balance Sheet Policies and Spillovers to Emerging Markets

Number of pages: 28 Posted: 05 Sep 2017
Manmohan Singh, Haobin Wang and Haobin Wang
International Monetary Fund (IMF) and Yale UniversityIMF
Downloads 46 (501,829)

Abstract:

Loading...

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

33.

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

Number of pages: 22 Posted: 14 Jun 2019
Manmohan Singh and Rohit Goel
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 45 (506,224)
Citation 1

Abstract:

Loading...

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

34.

Managing the Fed's Liftoff and Transmission of Monetary Policy

Number of pages: 21 Posted: 13 Oct 2015
Manmohan Singh
International Monetary Fund (IMF)
Downloads 41 (524,592)

Abstract:

Loading...

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,

35.

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

Number of pages: 27 Posted: 10 Dec 2018
Dermot Turing and Manmohan Singh
Kellogg College, Oxford and International Monetary Fund (IMF)
Downloads 36 (549,523)

Abstract:

Loading...

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

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, Haobin Wang and Haobin Wang
International Monetary Fund (IMF) and Yale UniversityIMF
Downloads 21 (662,411)

Abstract:

Loading...

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

37.

Privacy Provision, Payment Latency, and Role of Collateral

Number of pages: 12 Posted: 30 Oct 2020
Charles Kahn, Caitlin Long and Manmohan Singh
University of Illinois at Urbana-Champaign, Avanti Bank and International Monetary Fund (IMF)
Downloads 20 (648,822)

Abstract:

Loading...

38.

Impact of Remittances on Natural Rate of Dollarization-Trends in Caucasus and Central Asia

Number of pages: 22 Posted: 30 Oct 2020
Rocio Gondo, Altynai Aidarova and Manmohan Singh
Independent, The National Bank of the Kyrgyz Republic and International Monetary Fund (IMF)
Downloads 17 (670,429)

Abstract:

Loading...

Remittances, Dollarization, Currencies, Exchange rates, Income, WP, remittance, tag0, td valign, deposit dollarization

39.

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:

Loading...

Credit Default swaps, Brazil, recovery value, default risk