Eurobonds: repackaging sovereign risk

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School of Business | Bachelor's thesis

Date

2017

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Mcode

Degree programme

Taloustiede

Language

en

Pages

33

Series

Abstract

This thesis describes the eurobonds discussion based on the existing literature. The topic is relevant, since the eurobonds discussion revived strongly during the euro crisis. Moreover, the European Systemic Risk Board launched a new proposal on the new eurobonds, European Safe Bonds (ESBies) in the fall 2016 which makes this topic even timelier. The current eurobonds proposal is based on the approach introduced by Markus Brunnermeier et al. (2011) and its aim to break the diabolic loop between banks and states by creating a safe asset. The problem of this, and in other eurobonds proposals, is however limiting moral hazard. The main objectives of this thesis were to describe the reasons and origins for the current discussion and to understand the basic elements of the eurobonds in the light of moral hazard. The aim is to give a more technical approach to the theme and start the discussion about the problematic issues. As the research and proposals on Eurobonds don’t cover all the critical elements, e.g. the future of the EMU or the political consequences of the Eurobonds, a need for further studies and research still exists.

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Thesis advisor

Murto, Pauli

Keywords

eurobonds, euro area, euro crisis, sovereign risk, nexus between sovereign and bank credit risk, moral hazard, ESBies, safe asset

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