IMF Publications by Author
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2014
Title: Macroprudential Solvency Stress Testing of the Insurance Sector
Series: Working Paper No. 2014/133
Date: July 22, 2014
Subject: Financial institutions Financial Sector Assessment Program Financial sector policy and analysis Insurance Insurance companies Solvency Stress testing
2013
Title: A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs
Series: Working Paper No. 2013/068
Date: March 13, 2013
Subject: Bank solvency Banking Basel III Financial regulation and supervision Financial Sector Assessment Program Financial sector policy and analysis Solvency stress testing Stress testing
Title: Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk
Series: Working Paper No. 2013/054
Date: February 27, 2013
Subject: Asset and liability management Asset valuation Contingent liabilities Debt default External debt Financial sector policy and analysis Financial statements Public financial management (PFM) Systemic risk
2012
Title: Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach
Series: Working Paper No. 2012/209
Date: August 1, 2012
Subject: Asset and liability management Banking Financial regulation and supervision Financial sector policy and analysis Liquidity Liquidity management Liquidity requirements Liquidity risk Systemic risk
Title: Operative Principles of Islamic Derivatives: Towards a Coherent Theory
Series: Working Paper No. 2012/063
Date: March 1, 2012
Subject: Currencies Financial institutions Financial regulation and supervision Financial services Futures Hedging Islamic finance Money Options
2011
Title: Asean Bond Market Development: Where Does it Stand? Where is it Going?
Series: Working Paper No. 2011/137
Date: June 1, 2011
Subject: Bonds Corporate bonds Emerging and frontier financial markets Financial institutions Financial markets Securities markets Sovereign bonds
Title: Developing Asean5 Bond Markets: What Still Needs to Be Done?
Series: Working Paper No. 2011/135
Date: June 1, 2011
Subject: Banking Derivative markets Financial institutions Financial markets Financial regulation and supervision Liquidity risk Money markets Securities Securities markets
2009
Title: An Investigation of Some Macro-Financial Linkages of Securitization
Series: Working Paper No. 2009/026
Date: February 1, 2009
Subject: Central bank policy rate Financial institutions Financial services Financial statements Mortgages Public financial management (PFM) Real interest rates Securitization
2008
Title: Islamic Bond Issuance: What Sovereign Debt Managers Need to Know
Series: Policy Discussion Paper No. 2008/003
Date: July 1, 2008
Subject: Bonds Capital markets Islamic banking Islamic finance Securities
2007
Title: Consistent Quantitative Operational Risk Measurement and Regulation: Challenges of Model Specification, Data Collection and Loss Reporting
Series: Working Paper No. 2007/254
Date: November 1, 2007
Subject: Banking Basel Core Principles Capital adequacy requirements Operational risk Personal income