IMF Publications by Subject

See also IMF Publications by Author or Title.


Credit risk
[ Next Subject ] [ Previous Subject ] [ All subjects ]

Page: 1 of 5
Title: "Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa"
Author/Editor:Barnhill, Theodore M. ; Papapanagiotou, Panagiotis ; Schumacher, Liliana
lblSeries:Working Paper No. 00/212
Subject: Banking ; Capital markets ; South Africa ; Credit risk ; Economic models
Title: Addressing Information Gaps
Author/Editor:Johnston, R. B. ; Psalida, L. Effie ; De Imus, Phil ; Gobat, Jeanne ; Goswami, Mangal ; Mulder, Christian B. ; Vázquez, Francisco F.
lblSeries:Staff Position Note No. 2009/06
Subject: Capital markets ; Credit risk ; Data analysis ; Data quality assessment framework ; Economic indicators ; Economic models ; Financial crisis ; Financial institutions ; Financial instruments ; Financial sector ; Nonbank financial sector ; Statistics
Title: Appraising Credit Ratings: Does the CAP Fit Better than the ROC?
Author/Editor:Irwin, R. John ; Irwin, Timothy C.
lblSeries:Working Paper No. 12/122
Subject: Credit ; Credit risk ; Economic models ; OECD
Title: Are Rating Agencies Powerful? An Investigation into the Impact and Accuracy of Sovereign Ratings
Author/Editor:Kiff, John ; Nowak, Sylwia Barbara ; Schumacher, Liliana
lblSeries:Working Paper No. 12/23
Subject: Credit risk ; Risk management ; Sovereign debt
Title: Austria: Selected Issues
lblSeries:Country Report No. 12/252
Subject: Bank supervision ; Banks ; Credit risk ; Selected issues ; Austria
Title: Bank Competition, Risk and Asset Allocations
Author/Editor:Boyd, John H. ; De Nicoló, Gianni ; Jalal, Abu M.
lblSeries:Working Paper No. 09/143
Subject: Asset management ; Banking ; Bankruptcy ; Banks ; Competition ; Credit risk ; Cross country analysis ; Depositories ; Economic models ; Financial crisis ; Time series ; United States
Title: Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks
Author/Editor:Cerutti, Eugenio ; Ilyina, Anna ; Makarova, Yulia ; Schmieder, Christian
lblSeries:Working Paper No. 10/247
Subject: Banks ; Capital ; Credit risk ; Cross country analysis ; Eastern Europe ; International banking ; Regional shocks
Title: Banks' Liability Structure and Mortgage Lending During the Financial Crisis
Author/Editor:Dagher, Jihad ; Kazimov, Kazim
lblSeries:Working Paper No. 12/155
Subject: Liquidity ; Bank credit ; Banking sector ; Credit demand ; Credit risk ; Global Financial Crisis 2008-2009
Title: Basel Core Principles and Bank Risk: Does Compliance Matter?
Author/Editor:Demirgüç-Kunt, Asli ; Detragiache, Enrica
lblSeries:Working Paper No. 10/81
Subject: Bank reforms ; Bank regulations ; Bank soundness ; Bank supervision ; Banks ; Basel Core Principles ; Credit risk ; Cross country analysis ; Financial risk
Title: Calibrating Your Intuition: Capital Allocation for Market and Credit Risk
Author/Editor:Kupiec, Paul H.
lblSeries:Working Paper No. 02/99
Subject: Capital markets ; Credit risk ; Capital
Title: Can You Map Global Financial Stability?
Author/Editor:Dattels, Peter ; McCaughrin, Rebecca ; Miyajima, Ken ; Puig, Jaume
lblSeries:Working Paper No. 10/145
Subject: Enhanced surveillance ; Financial stability ; Global financial stability report ; Financial risk ; Credit risk
Title: Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking
Author/Editor:De Nicoló, Gianni ; Gamba, Andrea ; Lucchetta, Marcella
lblSeries:Working Paper No. 12/72
Subject: Bank regulations ; Banking ; Capital ; Credit risk ; Economic models ; Liquidity ; Taxation
Title: Credit Derivatives: Systemic Risks and Policy Options?
Author/Editor:Kiff, John ; Elliott, Jennifer A. ; Kazarian, Elias G. ; Scarlata, Jodi G. ; Spackman, Carolyne
lblSeries:Working Paper No. 09/254
Subject: Asset management ; Credit risk ; Financial instruments ; Financial stability ; Fiscal policy ; Securities markets ; Securities regulations ; Transparency
Title: Credit Risk Spreads in Local and Foreign Currencies
Author/Editor:Galai, Dan ; Wiener, Zvi
lblSeries:Working Paper No. 09/110
Subject: Asset prices ; Bonds ; Capital markets ; Corporate sector ; Credit risk ; Currencies ; Debt ; Debt restructuring ; Economic models ; Exchange rates ; Sovereign debt
Title: The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions
Author/Editor:Chan-Lau, Jorge A. ; Ong, Li L.
lblSeries:Working Paper No. 06/139
Subject: Credit risk ; United Kingdom ; Capital markets ; Financial stability
Title: Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications
Author/Editor:Chan-Lau, Jorge A. ; Santos, Andre
lblSeries:Working Paper No. 06/269
Subject: Credit risk ; Currencies ; Financial crisis ; Dollarization ; Economic models
Title: Debt Dilution and Sovereign Default Risk
Author/Editor:Hatchondo, Juan Carlos ; Martinez, Leonardo ; Sosa Padilla, Cesar
lblSeries:Working Paper No. 11/70
Subject: Bond markets ; Bonds ; Borrowing ; Business cycles ; Credit risk ; Debt reduction ; Economic models ; Emerging markets ; Interest rates on loans ; Investment ; Sovereign debt
Title: Default, Credit Growth, and Asset Prices
Author/Editor:Segoviano Basurto, Miguel A. ; Goodhart, C. A. E. ; Hofmann, Boris
lblSeries:Working Paper No. 06/223
Subject: Credit risk ; Bank credit ; Bank soundness ; Asset prices ; Economic models
Title: The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis
Author/Editor:Cavallo, Eduardo A. ; Valenzuela, Patricio
lblSeries:Working Paper No. 07/228
Subject: Credit risk ; Corporate sector ; Bonds ; Emerging markets ; Interest
Title: Dynamic Loan Loss Provisioning: Simulations on Effectiveness and Guide to Implementation
Author/Editor:Wezel, Torsten ; Chan-Lau, Jorge A. ; Columba, Francesco
lblSeries:Working Paper No. 12/110
Subject: Bank soundness ; Banks ; Business cycles ; Capital ; Credit risk ; Loans

[ Next Subject ] [ Previous Subject ] [ All subjects ]