IMF Publications by Subject
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Systemic risk:
2018
Title: A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN)
Series: Working Paper No. 18/14
Date: January 24, 2018
Subject: Financial crises Financial institutions Financial services Financial stability Financial systems Macroprudential policies and financial stability Mutual funds Shadow banking Spillovers Systemic risk
2017
Title: Cyber Risk, Market Failures, and Financial Stability
Series: Working Paper No. 17/185
Date: August 7, 2017
Subject: Financial markets Financial stability Information technology Risk management Systemic risk
Title: On Swing Pricing and Systemic Risk Mitigation
Series: Working Paper No. 17/159
Date: July 18, 2017
Subject: Liquidity management Mutual funds Risk management Systemic risk
Title: Variance Decomposition Networks : Potential Pitfalls and a Simple Solution
Series: Working Paper No. 17/107
Date: May 4, 2017
Subject: Economic forecasting Systemic risk Time series
2016
Title: Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections : An Application to Ecuador
Series: Working Paper No. 16/236
Date: December 7, 2016
Subject: Banks Credit risk Econometric models Ecuador Interconnectedness Non-performing loans Stress testing Systemic risk Western Hemisphere
Title: Mitigating the Deadly Embrace in Financial Cycles : Countercyclical Buffers and Loan-to-Value Limits
Series: Working Paper No. 16/87
Date: April 8, 2016
Subject: Business cycles Credit booms Credit demand Household credit Housing prices Macroprudential Policy Mortgages Risk management Systemic risk
2015
Title: Systemic Risk Assessment in Low Income Countries : Balancing Financial Stability and Development
Series: Working Paper No. 15/190
Date: August 12, 2015
Subject: Banking crisis Credit booms Development Financial crises Financial sector Financial stability Low income countries Sub-Saharan Africa Systemic risk Systemic risk assessment
Title: Systemic Risk, Aggregate Demand, and Commodity Prices
Series: Working Paper No. 15/165
Date: July 20, 2015
Subject: Capital flows Central banks and their policies Foreign exchange International finance Systemic risk
Title: Designing Effective Macroprudential Stress Tests : Progress So Far and the Way Forward
Series: Working Paper No. 15/146
Date: June 30, 2015
Subject: Banks Financial stability Liquidity Stress tests Systemic risk
Title: Interconnectedness, Systemic Crises and Recessions
Series: Working Paper No. 15/46
Date: February 27, 2015