IMF Publications by Author
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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: A Guide to IMF Stress Testing: Methods and Models
Series: Books
Date: December 23, 2014
Subject: Banking Commercial banks Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Loans Nonperforming loans Stress testing
Title: Ms. Muffet, the Spider(gram) and the Web of Macro-Financial Linkages
Series: Working Paper No. 2014/099
Date: June 10, 2014
Subject: Credit risk Financial crises Financial regulation and supervision Financial sector policy and analysis Financial sector stability Global financial crisis of 2008-2009 Liquidity risk Market risk
Title: Asia’s Stock Markets: Are There Crouching Tigers and Hidden Dragons?
Series: Working Paper No. 2014/037
Date: February 26, 2014
Subject: Asset prices Financial institutions Financial markets Financial regulation and supervision Prices Securities markets Securities regulation Stock markets Stocks
2013
Title: Credibility and Crisis Stress Testing
Series: Working Paper No. 2013/178
Date: August 9, 2013
Subject: Banking Commercial banks External balance assessment (EBA) External position Financial institutions Financial sector policy and analysis Liquidity stress testing Solvency stress testing Stress testing
Title: HEAT! A Bank Health Assessment Tool
Series: Working Paper No. 2013/177
Date: August 9, 2013
Subject: Bank soundness Banking Commercial banks Financial institutions Financial sector policy and analysis Global systemically important banks Loans Nonperforming loans
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
2010
Title: Into the Great Unknown: Stress Testing with Weak Data
Series: Working Paper No. 2010/282
Date: December 1, 2010
Subject: Banking Loan classification Loans Nonperforming loans Stress testing
Title: Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example
Series: Working Paper No. 2010/156
Date: July 1, 2010
Subject: Banking Commercial banks Liquidity Loans Stress testing
Title: FX Swaps: Implications for Financial and Economic Stability
Series: Working Paper No. 2010/055
Date: March 1, 2010
Subject: Banking Currencies Currency markets Currency swaps Foreign exchange
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