IMF Publications by Subject
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Market risk:
2011
Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
Series: Working Paper No. 2011/075
Date: April 1, 2011
Subject: Asset prices Banking Credit default swap Factor models Market risk
Title: Guernsey: Financial Sector Assessment Program Update-Technical Note on Stress Testing: Banking and Insurance
Series: Country Report No. 2011/004
Date: January 14, 2011
Subject: Banking Credit risk Financial regulation and supervision Financial sector policy and analysis Financial services Market risk Operational risk Stress testing Yield curve
Title: Guernsey: Financial Sector Assessment Program Update-Detailed Assessment of Observance on Basel Core Principles
Series: Country Report No. 2011/003
Date: January 14, 2011
Subject: Bank supervision Banking Credit Financial regulation and supervision Financial services Market risk Money Operational risk
Title: Exploration of the Brazilian Term Structure in a Hidden Markov Framework
Series: Working Paper No. 2011/022
Date: January 1, 2011
Subject: Econometric analysis Financial regulation and supervision Financial services Inflation Market risk Markov-switching models Prices Time series analysis Yield curve
2010
Title: South Africa: Detailed Assessment of Compliance on Basel Core Principles for Effective Banking Supervision
Series: Country Report No. 2010/353
Date: December 8, 2010
Subject: Bank supervision Banking Capital adequacy requirements Credit risk External audit Financial regulation and supervision Internal audit Market risk Public financial management (PFM)
Title: British Virgin Islands: Financial Sector Assessment Program Update: Detailed Assessment of Basel Core Principles for Effective Banking Supervision
Series: Country Report No. 2010/324
Date: October 25, 2010
Subject: Bank licensing Bank supervision Banking Basel Core Principles Financial regulation and supervision Financial services Market risk
Title: San Marino: Financial Sector Assessment Program-Detailed Assessment of Basel Core Principles for Effective Banking Supervision
Series: Country Report No. 2010/319
Date: October 20, 2010
Subject: Banking Basel Core Principles Capital adequacy requirements Financial regulation and supervision Financial services Market risk Operational risk
Title: Can You Map Global Financial Stability?
Series: Working Paper No. 2010/145
Date: June 1, 2010
Subject: Credit risk Financial crises Financial sector risk Financial sector stability Market risk
Title: Republic of Serbia: Financial Sector Assessment Program Update: Financial System Stability Assessment
Series: Country Report No. 2010/147
Date: May 27, 2010
Subject: Banking Basel Core Principles Commercial banks Financial institutions Financial regulation and supervision Loans Market risk Operational risk
Title: Republic of Serbia: Financial Sector Assessment Program Update: Detailed Assessment of Basel Core Principles for Effective Banking Supervision
Series: Country Report No. 2010/148
Date: May 27, 2010
Subject: Bank legislation Bank supervision Banking Basel Core Principles Financial regulation and supervision Market risk Operational risk