FinObservatory

Sovereign haircuts / TCD

Chad

2 concluded restructurings, between 2015 and 2018. The earliest default they settle began in 2014. The worst cost creditors 27.3% of the present value of their claim, in 2018. The longest gap between a default and its settlement was 1 year.

2
Restructurings
19.1%
Median present-value haircut
27.3%
Worst present-value haircut
2 of 2
Cut face value by zero
$3.23B
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.

02040608010020152018Year the restructuring concluded
Present-value haircutFace-value reduction
DefaultSettledYears to settlePresent-value haircutFace-value reductionDebt treated (2020 $)Source
20142015110.8%0.0%$1.52BAsonuma and Trebesch (2016)
20172018127.3%0.0%$1.72BAsonuma and Trebesch (2016)

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
TCD_2014-20152014201521
TCD_2017-20182017201821

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

$233.0M across 2 creditor classes in 2024. A haircut can only be measured once a restructuring concludes, so any of this that is still being negotiated is by construction absent from the tables above.

Creditor classIn default, 2024
Domestic (fiscal) arrears$181.0M
Other official creditors$52.0M

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

Restructurings with Chinese creditors

1 restructuring with a Chinese creditor is recorded here. No haircut is attached to any of them, so they cannot be placed on the scale above; the file records only whether face value or the interest rate was cut.

YearTypeCreditorTerms
2017Debt rescheduling onlyChina Ex-Im BankChina Ex-Im Bank reached a restructuring agreement with the Government of Chad on the following three loans: 1) A 700 mn RMB loan with an interest rate of 1.5% and a 5-year grace period from 2007 2) A $25.06 million loan with an interest rate of 1.5% and a 5-year grace period from 2007 between China Ex-Im Bank and the government of Chad 3) A $330 million USD preferential buyer’s credit for the Rônier Oil Refinery And Pipeline Project with 15-year maturity, 5-year grace period, and an interest rate of 6-month LIBOR plus 300 basis points from 2011. The rescheduling agreement extended the maturities of all three loans. No details known.

Source: Horn, Reinhart & Trebesch, China's overseas lending and debt restructurings Methodology

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