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. 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: How to Capture Macro-Financial Spillover Effects in Stress Tests?
Series: Working Paper No. 14/103
Date: June 12, 2014
Subject: Econometric models Europe Financial contagion Financial systems Regression analysis Spillovers Stress testing
2013
Title: Rules of Thumb for Bank Solvency Stress Testing
Series: Working Paper No. 13/232
Date: November 11, 2013
Subject: Bank capitalization Banking crisis Banks Economic models 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. 13/68
Date: March 13, 2013
Subject: Banking sector Economic models Financial Sector Assessment Program Financial systems Group of Twenty Risk management Stress testing
2012
Title: The Need for "Un-consolidating" Consolidated Banks' Stress Tests
Series: Working Paper No. 12/288
Date: December 6, 2012
Subject: Banking sector Cross-border banking International banks International financial markets Stress testing
Title: A New Heuristic Measure of Fragility and Tail Risks : Application to Stress Testing
Series: Working Paper No. 12/216
Date: August 1, 2012
Subject: Banks Economic models Forecasting Public debt Stress testing
2011
Title: Next Generation Balance Sheet Stress Testing
Series: Working Paper No. 11/83
Date: April 1, 2011
Subject: Credit risk 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. 11/55
Date: March 1, 2011
Subject: Bankruptcy Banks Corporate sector Cross country analysis Economic models Germany Legislation Loans United Kingdom United States
2010
Title: Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks
Series: Working Paper No. 10/247
Date: November 1, 2010
Subject: Cross-border banking Eastern Europe International financial markets