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Andreas A. Jobst:
2014
Title: Macroprudential Solvency Stress Testing of the Insurance Sector
Series: Working Paper No. 14/133
Date: July 22, 2014
Subject: Insurance Insurance companies Macroprudential Policy Stress testing Surveillance
2013
Title: A Framework for Macroprudential Bank Solvency Stress Testing : Application to S-25 and Other G-20 Country FSAPs
Series: Working Paper No. 13/68
Date: March 13, 2013
Subject: Banking sector Economic models Financial Sector Assessment Program Financial systems Group of Twenty Risk management Stress testing
Title: Systemic Contingent Claims Analysis : Estimating Market-Implied Systemic Risk
Series: Working Paper No. 13/54
Date: February 27, 2013
Subject: Banks Contingent liabilities Financial crises Financial institutions Financial sector Risk management Systemic risk