IMF Publications by Author
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Chan-Lau, A Jorge:
2013
Title: Market-Based Structural Top-Down Stress Tests of the Banking System
Series: Working Paper No. 2013/088
Date: April 10, 2013
Subject: Banking Capital adequacy requirements Debt default External debt Financial regulation and supervision Financial sector policy and analysis Stress testing
2012
Title: Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis
Series: Working Paper No. 2012/174
Date: July 1, 2012
Subject: Banking Capital adequacy requirements Commercial banks Financial crises Financial institutions Financial regulation and supervision Financial services Stocks Yield curve
Title: Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System
Series: Working Paper No. 2012/124
Date: May 1, 2012
Subject: Bank solvency Banking Credit Domestic credit Financial institutions Financial sector policy and analysis Loans Money Procyclicality
Title: Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation
Series: Working Paper No. 2012/110
Date: May 1, 2012
Subject: Banking Basel II Countercyclical capital buffers Credit Credit cycles Financial institutions Financial regulation and supervision Financial sector policy and analysis Loans Money
2011
Title: Policy Instruments to Lean Against the Wind in Latin America
Series: Working Paper No. 2011/159
Date: July 1, 2011
Subject: Balance of payments Banking Capital inflows Financial institutions Foreign exchange Loans Monetary policy Mortgages Reserve requirements
2010
Title: The Global Financial Crisis and its Impact on the Chilean Banking System
Series: Working Paper No. 2010/108
Date: April 1, 2010
Subject: Bank deposits Banking Commercial banks Debt default Foreign banks
Title: Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems
Series: Working Paper No. 2010/107
Date: April 1, 2010
Subject: Banking Commercial banks Credit Foreign banks Nonbank financial institutions
Title: Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal
Series: Working Paper No. 2010/098
Date: April 1, 2010
Subject: Asset valuation Banking Credit risk Financial crises Systemic risk
Title: Public Debt Sustainability and Management in a Compound Option Framework
Series: Working Paper No. 2010/002
Date: January 1, 2010
Subject: Asset and liability management Financial institutions Financial statements Government debt management Government securities Public debt Public financial management (PFM)
2009
Title: Recent Advances in Credit Risk Modeling
Series: Working Paper No. 2009/162
Date: August 1, 2009
Subject: Asset prices Asset valuation Credit Credit risk Options