IMF Publications by Author
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Barnhill, M. Theodore:
2011
Title: Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information
Series: Working Paper No. 2011/263
Date: November 1, 2011
Subject: Asset and liability management Banking Distressed institutions Financial institutions Financial regulation and supervision Financial sector policy and analysis Liquidity Liquidity risk Loans Solvency
2007
Title: Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
Series: Working Paper No. 2007/290
Date: December 1, 2007
Subject: Banking Commodities Credit Credit risk Financial regulation and supervision Foreign exchange Gold Money Oil
0001
2003
Title: Assessing Fiscal Sustainability Under Uncertainity
Series: Working Paper No. 2003/079
Date: April 1, 2003
Subject: Econometric analysis Economic sectors Financial statements Fiscal policy Fiscal risks Fiscal stance Fiscal sustainability Public financial management (PFM) Public sector Vector autoregression
2000
Title: Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa
Series: Working Paper No. 2000/212
Date: December 1, 2000
Subject: Banking Credit Credit risk Financial institutions Financial regulation and supervision Loans Market risk Money Mortgages