IMF Publications by Author
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Caterina Lepore:
2024
Title: Beyond the Dikes: Flood Scenarios for Financial Stability Risk Analysis
Series: Working Paper No. 2024/197
Date: September 13, 2024
Subject: Climate change Commercial banks Environment Financial institutions Financial sector policy and analysis Housing prices Natural disasters Prices Stress testing
Title: Whose Asset Sales Matter?
Series: Working Paper No. 2024/168
Date: August 2, 2024
Subject: Asset and liability management Bonds Financial institutions Hedge funds Liquidity Mutual funds Sovereign bonds
Title: A Multi-Country Study of Forward-Looking Economic Losses from Floods and Tropical Cyclones
Series: Working Paper No. 2024/141
Date: July 9, 2024
Subject: Climate change Environment Natural disasters
2023
Title: Global Economic Impacts of Physical Climate Risks
Series: Working Paper No. 2023/183
Date: September 8, 2023
Subject: Agricultural sector Climate change Economic sectors Environment Natural disasters Production Productivity
Title: Macro-Prudential Stress Test Models: A Survey
Series: Working Paper No. 2023/173
Date: August 25, 2023
Subject: Asset and liability management Asset liquidity Commercial banks Financial institutions Financial sector policy and analysis Liquidity Solvency Stress testing
2022
Title: Approaches to Climate Risk Analysis in FSAPs
Series: Staff Climate Note No 2022/005
Date: July 14, 2022
Subject: Carbon tax Climate change Economic sectors Environment Financial crises Financial sector policy and analysis Stress testing Taxes
2021
Title: How Does the Repo Market Behave Under Stress? Evidence From the COVID-19 Crisis
Series: Working Paper No. 2021/267
Date: November 5, 2021
Subject: Asset and liability management Central counterparty clearing house COVID-19 Currencies Financial institutions Financial markets Health Hedge funds Liquidity Money