IMF Publications by Subject
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Market risk:
2018
Title: Romania : Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector
Series: Country Report No. 18/163
Date: June 8, 2018
Subject: Banking sector Credit risk Financial contagion Financial Sector Assessment Program Liquidity Market risk Stress testing Systemic risk assessment
2008
Title: Stress Testing at the IMF
Series: Working Paper No. 08/206
Date: September 1, 2008
Subject: Credit risk Financial Sector Assessment Program Financial stability Financial systems Liquidity risk Market risk Stress testing Technical Assistance
Title: Investors’ Risk Appetite and Global Financial Market Conditions
Series: Working Paper No. 08/85
Date: April 1, 2008
Subject: Bond issues Economic models Financial risk International capital markets Liquidity risk Market risk Spillovers
2006
Title: A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager
Series: Working Paper No. 06/195
Date: August 1, 2006
Subject: Credit risk Debt Debt management International financial markets Liquidity risk Market risk
2005
Title: FIRST : A Market-Based Approach to Evaluate Financial System Risk and Stability
Series: Working Paper No. 05/232
Date: December 1, 2005
Subject: Credit risk Financial risk Financial stability Financial systems Global Financial Stability Report International financial markets Market risk Markets
2002
Title: Calibrating Your Intuition : Capital Allocation for Market and Credit Risk
Series: Working Paper No. 02/99
Date: May 1, 2002
Subject: Capital markets Credit risk Market risk