IMF Publications by Author
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Chan-Lau, A Jorge:
2007
Title: Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic
Series: Working Paper No. 2007/288
Date: December 1, 2007
Subject: Capital markets Financial institutions Financial markets Mutual funds Securities Securities markets Stock markets
Title: Contagion Risk in the International Banking System and Implications for London As a Global Financial Center
Series: Working Paper No. 2007/074
Date: April 1, 2007
Subject: Bank soundness Banking Commercial banks Economic sectors Financial institutions Financial markets Financial sector Financial sector policy and analysis Foreign banks Stock markets
2006
Title: Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications
Series: Working Paper No. 2006/269
Date: December 1, 2006
Subject: Asset valuation Currencies Currency mismatches Debt default Exchange rates
Title: Distance-to-Default in Banking: A Bridge Too Far?
Series: Working Paper No. 2006/215
Date: September 1, 2006
Subject: Asset valuation Banking Capital adequacy requirements Deposit insurance Post-clearance customs audit
Title: Fundamentals-Based Estimation of Default Probabilities - A Survey
Series: Working Paper No. 2006/149
Date: June 1, 2006
Subject: Business cycles Credit Credit ratings Econometric models Loans
Title: Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
Series: Working Paper No. 2006/148
Date: June 1, 2006
Subject: Corporate sector Credit Credit default swap Debt default Stocks
Title: The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions
Series: Working Paper No. 2006/139
Date: June 1, 2006
Subject: Banking CDOs Credit Credit risk Insurance companies
Title: Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective
Series: Working Paper No. 2006/107
Date: April 1, 2006
Subject: CDOs Credit Currencies Stocks Systemic risk
Title: Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance
Series: Working Paper No. 2006/104
Date: April 1, 2006
Subject: Asset and liability management Asset prices Asset valuation Bonds Credit default swap Financial institutions Money Prices Stocks
2005
Title: The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability
Series: Working Paper No. 2005/231
Date: December 1, 2005
Subject: Asset valuation Corporate sector Debt default Financial statements Systemic risk