IMF Publications by Author

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Caterina Lepore:

2023

Title: Global Economic Impacts of Physical Climate Risks

Author: Lepore, Caterina ; Fernando, Roshen

Series: Working Paper No. 2023/183

Date: September 8, 2023

Title: Macro-Prudential Stress Test Models: A Survey

Author: Aikman, David ; Beale, Daniel ; Brinley-Codd, Adam ; Hüser, Anne-Caroline ; Covi, Giovanni ; Lepore, Caterina

Series: Working Paper No. 2023/173

Date: August 25, 2023

Subject: Asset and liability management Asset liquidity Commercial banks Financial institutions Financial sector policy and analysis Liquidity Solvency Stress testing

2022

Title: Approaches to Climate Risk Analysis in FSAPs

Author: Adrian, Tobias ; Grippa, Pierpaolo ; Gross, Marco ; Haksar, V. ; Krznar, Ivo ; Lepore, Caterina ; Lipinsky, Fabian ; Oura, Hiroko ; Lamichhane, Sujan ; Panagiotopoulos, Apostolos

Series: Staff Climate Note No 2022/005

Date: July 14, 2022

Subject: Carbon tax Climate change Economic sectors Environment Financial crises Financial sector policy and analysis Stress testing Taxes

2021

Title: How Does the Repo Market Behave Under Stress? Evidence From the COVID-19 Crisis

Author: Hüser, Anne-Caroline ; Lepore, Caterina ; Veraart, Luitgard

Series: Working Paper No. 2021/267

Date: November 5, 2021

Subject: Asset and liability management Central counterparty clearing house COVID-19 Currencies Financial institutions Financial markets Health Hedge funds Liquidity Money