IMF Publications by Subject
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Credit risk:
2005
Title: FIRST: A Market-Based Approach to Evaluate Financial System Risk and Stability
Series: Working Paper No. 2005/232
Date: December 1, 2005
Subject: Commercial banks Credit default swap Credit risk Stress testing Vector autoregression
Title: Estimating Markov Transition Matrices Using Proportions Data: An Application to Credit Risk
Series: Working Paper No. 2005/219
Date: November 1, 2005
Subject: Credit Credit ratings Credit risk Loans Nonperforming loans
Title: Financial De-Dollarization: Is it for Real?
Series: Working Paper No. 2005/187
Date: September 1, 2005
Subject: Credit risk Currencies De-dollarization Dollarization Exchange rates Financial regulation and supervision Foreign exchange Monetary policy Money
Title: Financial Dollarization Equilibria: A Framework for Policy Analysis
Series: Working Paper No. 2005/186
Date: September 1, 2005
Subject: Credit risk Currencies Dollarization Exchange rates Market risk
Title: Measuring and Analyzing Sovereign Risk with Contingent Claims
Series: Working Paper No. 2005/155
Date: August 1, 2005
Subject: Asset valuation Credit risk Financial statements Foreign currency debt Government liabilities
Title: Assessing and Managing Rapid Credit Growth and the Role of Supervisory and Prudential Policies
Series: Working Paper No. 2005/151
Date: July 1, 2005
Subject: Bank credit Banking Credit Credit booms Credit risk Financial institutions Financial regulation and supervision Loans Monetary expansion Money
Title: Guidelines for Foreign Exchange Reserve Management: Accompanying Document and Case Studies
Series: Manuals & Guides
Date: April 15, 2005
Subject: Asset and liability management Banking Central banks Credit risk Currencies Financial regulation and supervision International reserves Liquidity Market risk Money Reserves management
Title: A Framework for the Surveillance of Derivatives Activities
Series: Working Paper No. 2005/061
Date: March 1, 2005
Subject: Banking Credit Credit risk Liquidity risk Market risk
2004
Title: France: Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on the following topics: Monetary and Financial Policy Transparency, Banking Supervision, Securities Regulation, Insurance Regulation, Payment Systems, Securities Settlement, and Anti-Money Laundering and Combating the Financing of Terrorism
Series: Country Report No. 2004/344
Date: November 3, 2004
Subject: Anti-money laundering and combating the financing of terrorism (AML/CFT) Banking Credit Credit risk Financial institutions Financial regulation and supervision Insurance companies Money Mortgages Securities
Title: Identifying Threshold Effects in Credit Risk Stress Testing
Series: Working Paper No. 2004/150
Date: August 1, 2004
Subject: Business cycles Credit risk Loans Nonperforming loans Threshold analysis