IMF Publications by Author
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Christian Schmieder:
2017
Title: Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
Series: Working Paper No. 2017/102
Date: May 1, 2017
Subject: Asset and liability management Banking Financial regulation and supervision Financial sector policy and analysis Liquidity Liquidity management Liquidity risk Liquidity stress testing Stress testing
2014
Title: How to Capture Macro-Financial Spillover Effects in Stress Tests?
Series: Working Paper No. 2014/103
Date: June 12, 2014
Subject: Asset and liability management Banking Financial sector policy and analysis Liquidity Liquidity stress testing Solvency Solvency stress testing Stress testing
2013
Title: Rules of Thumb for Bank Solvency Stress Testing
Series: Working Paper No. 2013/232
Date: November 11, 2013
Subject: Banking Capital adequacy requirements Credit Credit ratings Financial regulation and supervision Financial sector policy and analysis Money National accounts Personal income Stress testing
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
2012
Title: The Need for "Un-consolidating" Consolidated Banks' Stress Tests
Series: Working Paper No. 2012/288
Date: December 6, 2012
Subject: Banking Capital adequacy requirements Countercyclical capital buffers Cross-border banking Financial institutions Financial regulation and supervision Financial sector policy and analysis Financial services Foreign banks International banking Stress testing
Title: A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing
Series: Working Paper No. 2012/216
Date: August 1, 2012
Subject: Banking Credit Financial sector policy and analysis Money National accounts Personal income Public debt Solvency stress testing Stress testing
2011
Title: Next Generation Balance Sheet Stress Testing
Series: Working Paper No. 2011/083
Date: April 1, 2011
Subject: Banking Credit Credit risk Personal income Stress testing
Title: The Impact of Legislation on Credit Risk—Comparative Evidence From the United States, the United Kingdom and Germany
Series: Working Paper No. 2011/055
Date: March 1, 2011
Subject: Banking Credit Credit risk Legal support in revenue administration Securities
2010
Title: Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks
Series: Working Paper No. 2010/247
Date: November 1, 2010
Subject: Banking Credit Cross-border banking Cross-border effects Nonperforming loans