IMF Publications by Author
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Jones, T Matthew:
2006
Title: The Korean Crisis : What Did We Know and When Did We Know It? What Stress Tests of the Corporate Sector Reveal
Series: Working Paper No. 06/114
Date: May 1, 2006
Subject: Corporate sector Economic forecasting Financial crisis Financial risk Interest rates Korea, Republic of
2005
Title: Estimating Markov Transition Matrices Using Proportions Data : An Application to Credit Risk
Series: Working Paper No. 05/219
Date: November 1, 2005
Subject: Credit risk Loans United States
2004
Title: Stress Testing Financial Systems
Series: Miscellaneous Publication (Other)
Date: September 27, 2004
Title: Stress Testing Financial Systems : What to Do When the Governor Calls
Series: Working Paper No. 04/127
Date: July 1, 2004
Notes: See also pamphlet on Stress Testing Financial Systems, published September 2004
2001
Title: Stress Testing of Financial Systems : An Overview of Issues, Methodologies, and FSAP Experiences
Series: Working Paper No. 01/88
Date: June 1, 2001
Subject: Credit risk Foreign exchange risk Liquidity risk Stress testing