IMF Publications by Author
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2006
Title: The Korean Crisis: What Did We Know and When Did We Know It? What Stress Tests of the Corporate Sector Reveal
Series: Working Paper No. 2006/114
Date: May 1, 2006
Subject: Corporate sector Exchange rates Financial statements Personal income Stress testing
2005
Title: Estimating Markov Transition Matrices Using Proportions Data: An Application to Credit Risk
Series: Working Paper No. 2005/219
Date: November 1, 2005
Subject: Credit Credit ratings Credit risk Loans Nonperforming loans
2004
Title: Stress Testing Financial Systems: What to Do When the Governor Calls
Series: Working Paper No. 2004/127
Date: July 1, 2004
Notes: See also pamphlet on Stress Testing Financial Systems, published September 2004
Subject: Banking Financial Sector Assessment Program Financial sector policy and analysis Financial soundness indicators Financial statements National accounts Personal income Public financial management (PFM) Stress testing
2001
Title: Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and FSAP Experiences
Series: Working Paper No. 2001/088
Date: June 1, 2001
Subject: Banking Credit risk Exchange rate risk Financial regulation and supervision Financial sector policy and analysis Foreign exchange Market risk Stress testing