IMF Publications by Author
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Segoviano, A. Miguel:
2009
Title: Banking Stability Measures
Series: Working Paper No. 2009/004
Date: January 1, 2009
Subject: Banking Business cycles Commercial banks Credit default swap Systemic risk
2008
Title: Counterparty Risk in the Over-The-Counter Derivatives Market
Series: Working Paper No. 2008/258
Date: November 1, 2008
Subject: Banking Credit Credit default swap Derivative markets Over-the-counter markets
2006
Title: Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing Under Data-Restricted Environments
Series: Working Paper No. 2006/283
Date: December 1, 2006
Subject: Asset and liability management Asset valuation Banking Credit Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Loans Money Stress testing
Title: Default, Credit Growth, and Asset Prices
Series: Working Paper No. 2006/223
Date: September 1, 2006
Subject: Asset prices Bank credit Banking Credit Economic and financial statistics Financial statistics Land prices Money Prices
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