IMF Publications by Author
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Laura Valderrama:
2023
Title: European Housing Markets at a Turning Point – Risks, Household and Bank Vulnerabilities, and Policy Options
Series: Working Paper No. 2023/076
Date: March 24, 2023
Title: Calibrating Macroprudential Policies in Europe Amid Rising Housing Market Vulnerability
Series: Working Paper No. 2023/075
Date: March 24, 2023
2021
Title: Corporate Liquidity and Solvency in Europe during COVID-19: The Role of Policies
Series: Working Paper No. 2021/056
Date: March 2, 2021
2020
Title: Stress Testing and Calibration of Macroprudential Policy Tools
Series: Working Paper No. 2020/165
Date: August 14, 2020
Subject: Financial institutions Financial sector policy and analysis Housing prices Loans Macroprudential policy Mortgages Prices Real estate prices
Title: Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity
Series: Working Paper No. 2020/082
Date: June 5, 2020
Subject: Asset and liability management Financial regulation and supervision Financial sector policy and analysis Financial statements Liquidity Liquidity risk Public financial management (PFM) Solvency Stress testing
2017
Title: Bank Solvency and Funding Cost: New Data and New Results
Series: Working Paper No. 2017/116
Date: May 15, 2017
Subject: Bank solvency Banking Capital adequacy requirements Credit default swap Financial regulation and supervision Financial sector policy and analysis Money Solvency Stress testing
2013
Title: Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide
Series: Working Paper No. 2013/168
Date: July 17, 2013
Subject: Asset prices Financial crises Stress testing Systemic risk Systemic risk assessment
2012
Title: Systemic Risk and Asymmetric Responses in the Financial Industry
Series: Working Paper No. 2012/152
Date: June 1, 2012
Subject: Banking Commercial banks Econometric analysis Financial institutions Financial sector policy and analysis Financial statements Public financial management (PFM) Systemic risk Treasury bills and bonds Vector autoregression
2010
Title: Macroprudential Regulation Under Repo Funding
Series: Working Paper No. 2010/220
Date: September 1, 2010
Subject: Asset and liability management Collateral Financial contagion Financial institutions Financial sector policy and analysis Financial statements Liquidity Public financial management (PFM) Systemic risk
2009
Title: Political Risk Aversion
Series: Working Paper No. 2009/194
Date: September 1, 2009
Subject: Emerging technologies Labor mobility Productivity Technological innovation Technology
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