IMF Publications by Subject

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Credit risk
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Title: "Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa"
Author/Editor:Barnhill, Theodore M. ; Papapanagiotou, Panagiotis ; Schumacher, Liliana
lblSeries:Working Paper No. 00/212
Subject: Banking ; Capital markets ; South Africa ; Credit risk ; Economic models
Title: A General Equilibrium Model of Sovereign Default and Business Cycles
Author/Editor:Vivian Z. Yue ; Enrique G. Mendoza
lblSeries:Working Paper No. 11/166
Subject: Credit risk ; Economic models ; Emerging markets ; External debt ; Sovereign debt
Title: Addressing Information Gaps
Author/Editor:Christian B. Mulder ; Phil De Imus ; L. Effie Psalida ; Jeanne Gobat ; R. B. Johnston ; Mangal Goswami ; Francisco F. Vázquez
lblSeries:Staff Position Note No. 2009/6
Subject: Credit risk ; Data analysis ; Data quality assessment framework ; Economic indicators ; Economic models ; Financial institutions ; Financial instruments ; Financial sector ; Nonbank financial sector ; Statistics
Title: Austria : Selected Issues
lblSeries:Country Report No. 12/252
Subject: Bank supervision ; Banks ; Credit risk ; Selected issues
Title: Bank Competition, Risk and Asset Allocations
Author/Editor:Boyd, John H. ; De Nicoló, Gianni ; Jalal, Abu M.
lblSeries:Working Paper No. 09/143
Subject: Asset management ; Banking ; Bankruptcy ; Banks ; Competition ; Credit risk ; Cross country analysis ; Depositories ; Economic models ; Financial crisis ; Time series ; United States
Title: Bank Funding Costs for International Banks
Author/Editor:Rita Babihuga ; Marco Spaltro
lblSeries:Working Paper No. 14/71
Subject: International banks ; Euro Area ; Sovereign debt ; Credit risk ; Financial crisis ; Banking systems ; Capital
Title: Bank Risk Within and Across Equilibria
Author/Editor:Itai Agur
lblSeries:Working Paper No. 14/116
Subject: International financial system ; Banking sector ; Credit risk ; Risk premium ; Econometric models
Title: Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks
Author/Editor:Cerutti, Eugenio ; Ilyina, Anna ; Makarova, Yulia ; Schmieder, Christian
lblSeries:Working Paper No. 10/247
Subject: Banks ; Capital ; Credit risk ; Cross country analysis ; Eastern Europe ; International banking ; Regional shocks
Title: Banks' Liability Structure and Mortgage Lending During the Financial Crisis
Author/Editor:Jihad Dagher ; Kazim Kazimov
lblSeries:Working Paper No. 12/155
Subject: Liquidity ; Bank credit ; Banking sector ; Credit demand ; Credit risk ; Global Financial Crisis 2008-2009
Title: Basel Core Principles and Bank Risk: Does Compliance Matter?
Author/Editor:Demirgüç-Kunt, Asli ; Detragiache, Enrica
lblSeries:Working Paper No. 10/81
Subject: Bank reforms ; Bank regulations ; Bank soundness ; Bank supervision ; Banks ; Basel Core Principles ; Credit risk ; Cross country analysis ; Financial risk
Title: Calibrating Your Intuition: Capital Allocation for Market and Credit Risk
Author/Editor:Kupiec, Paul H.
lblSeries:Working Paper No. 02/99
Subject: Capital markets ; Credit risk ; Capital
Title: Can You Map Global Financial Stability?
Author/Editor:Dattels, Peter ; McCaughrin, Rebecca ; Miyajima, Ken ; Puig, Jaume
lblSeries:Working Paper No. 10/145
Subject: Enhanced surveillance ; Financial stability ; Global financial stability report ; Financial risk ; Credit risk
Title: Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking
Author/Editor:Gianni De Nicoló ; Andrea Gamba ; Marcella Lucchetta
lblSeries:Working Paper No. 12/72
Subject: Capital ; Credit risk ; Economic models ; Liquidity ; Taxation
Title: Centrality-based Capital Allocations
Author/Editor:Adrian Alter ; Ben Craig ; Peter Raupach
lblSeries:Working Paper No. 14/237
Subject: Banking systems ; Interconnectedness ; Capital requirements ; Credit risk ; Systemic risk ; Financial contagion ; Econometric models
Title: Corporate Vulnerabilities in India and Banks' Loan Performance
Author/Editor:Peter Lindner ; Sung Eun Jung
lblSeries:Working Paper No. 14/232
Subject: Corporate sector ; India ; External shocks ; Banking sector ; Loans ; Credit risk
Title: Credit Derivatives: Systemic Risks and Policy Options?
Author/Editor:Kiff, John ; Elliott, Jennifer A. ; Kazarian, Elias G. ; Scarlata, Jodi G. ; Spackman, Carolyne
lblSeries:Working Paper No. 09/254
Subject: Asset management ; Credit risk ; Financial instruments ; Financial stability ; Fiscal policy ; Securities markets ; Securities regulations ; Transparency
Title: Credit Risk Spreads in Local and Foreign Currencies
Author/Editor:Galai, Dan ; Wiener, Zvi
lblSeries:Working Paper No. 09/110
Subject: Asset prices ; Bonds ; Capital markets ; Corporate sector ; Credit risk ; Currencies ; Debt ; Debt restructuring ; Economic models ; Exchange rates ; Sovereign debt
Title: The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions
Author/Editor:Chan-Lau, Jorge A. ; Ong, Li L.
lblSeries:Working Paper No. 06/139
Subject: Credit risk ; United Kingdom ; Capital markets ; Financial stability
Title: Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications
Author/Editor:Chan-Lau, Jorge A. ; Santos, Andre
lblSeries:Working Paper No. 06/269
Subject: Credit risk ; Currencies ; Financial crisis ; Dollarization ; Economic models
Title: Debt Dilution and Sovereign Default Risk
Author/Editor:Leonardo Martinez ; Juan Carlos Hatchondo ; Cesar Sosa Padilla
lblSeries:Working Paper No. 11/70
Subject: Bonds ; Credit risk ; Debt reduction ; Economic models ; Emerging markets ; Interest rates on loans ; Sovereign debt
Title: Default, Credit Growth, and Asset Prices
Author/Editor:Segoviano Basurto, Miguel A. ; Goodhart, C. A. E. ; Hofmann, Boris
lblSeries:Working Paper No. 06/223
Subject: Credit risk ; Bank credit ; Bank soundness ; Asset prices ; Economic models
Title: The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis
Author/Editor:Cavallo, Eduardo A. ; Valenzuela, Patricio
lblSeries:Working Paper No. 07/228
Subject: Credit risk ; Corporate sector ; Bonds ; Emerging markets ; Interest

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