IMF Publications by Author
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Andreas A. Jobst:
2020
Title: The Nature of Islamic Banking and Solvency Stress Testing - Conceptual Considerations
Series: Working Paper No. 20/156
Date: August 7, 2020
2019
Title: Sovereign Risk in Macroprudential Solvency Stress Testing
Series: Working Paper No. 19/266
Date: December 6, 2019
Subject: External sector Financial crises Financial institutions Financial instruments Financial markets
2017
Title: Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
Series: Working Paper No. 17/102
Date: May 1, 2017
Subject: Bank liquidity Basel Core Principles Financial Sector Assessment Program Liquidity risk Liquidity risk management Stress testing
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