FinObservatory

Sovereign haircuts / ESP

Spain

4 concluded restructurings, between 1823 and 1882. The earliest default they settle began in 1823. The worst cost creditors 100.0% of the present value of their claim, in 1823. The longest gap between a default and its settlement was 31 years.

4
Restructurings
36.7%
Median present-value haircut
100.0%
Worst present-value haircut
1 of 4
Cut face value by zero
$37.96B
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.

0204060801001823183418671882Year the restructuring concluded
Present-value haircutFace-value reduction
DefaultSettledYears to settlePresent-value haircutFace-value reductionDebt treated (2020 $)Source
18231823repudiated0100.0%100.0%$2.90BMeyer, Reinhart and Trebesch (2022)
182318341135.0%0.0%$5.55BMeyer, Reinhart and Trebesch (2022)
183618673119.0%12.8%$8.10BMeyer, Reinhart and Trebesch (2022)
187218821038.4%54.5%$21.41BMeyer, 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
ESP_1823-186718231867453
ESP_1872-188218721882111

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 Spain 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