FinObservatory

Sovereign haircuts / EGY

Egypt

3 concluded restructurings, between 1876 and 1880. The earliest default they settle began in 1876. The worst cost creditors 34.1% of the present value of their claim, in 1877. The longest gap between a default and its settlement was 4 years.

3
Restructurings
17.0%
Median present-value haircut
34.1%
Worst present-value haircut
3 of 3
Cut face value by zero
$16.35B
Debt treated (2020 $)

Every restructuring

Two measures of the same deals, never combined. The present-value haircut discounts what creditors got against what they were owed; the face-value reduction counts only principal written off.

020406080100187618771880Year the restructuring concluded
Present-value haircutFace-value reduction
DefaultSettledYears to settlePresent-value haircutFace-value reductionDebt treated (2020 $)Source
18761876014.7%0.0%$6.09BMeyer, Reinhart and Trebesch (2022)
18771877034.1%0.0%$690MMeyer, Reinhart and Trebesch (2022)
18761880417.0%0.0%$9.57BMeyer, Reinhart and Trebesch (2022)

Source: Meyer, Reinhart & Trebesch (2022), Sovereign Bonds since Waterloo | Cruces & Trebesch (2013), Sovereign Defaults: The Price of Haircuts | Asonuma & Trebesch (2016) Debt treated is the amount restructured, deflated to constant 2020 US dollars in the source file. A negative haircut means the new instruments were worth more than the old claim. Methodology

Default spells

SpellFromToYearsRestructurings
EGY_1876-18801876188053

Source: Meyer, Reinhart & Trebesch (2022), Sovereign Bonds since Waterloo | Cruces & Trebesch (2013), Sovereign Defaults: The Price of Haircuts | Asonuma & Trebesch (2016) Duration counts both endpoints. The spells table also carries a cumulative-haircut column; it is not published here because it does not reconcile with the per-episode haircuts, see the methodology. Methodology

Debt still in default

The Bank of Canada-Bank of England default database records no debt in default for Egypt in its latest year.

Source: Bank of Canada-Bank of England Sovereign Default Database (CRAG) Bank of Canada terms (attribution). Includes domestic arrears, so it is not comparable with the debt-treated column above. Methodology

Methodology, the measures, and what this data cannot tell you