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Credit risk
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Title: "Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa"
Author/Editor:Barnhill, Theodore M. ; Papapanagiotou, Panagiotis ; Schumacher, Liliana
 lblSeries:Working Paper No. 00/212
 Subject: Banking ; Capital markets ; South Africa ; Credit risk ; Economic models
Title: A General Equilibrium Model of Sovereign Default and Business Cycles
Author/Editor:Vivian Z. Yue ; Enrique G. Mendoza
lblSeries:Working Paper No. 11/166
 Subject: Credit risk ; Economic models ; Emerging markets ; External debt ; Sovereign debt
Title: Access to Market Financing for IDA-eligible Countries—the Role of External Debt and IMF-Supported Programs
Author/Editor:Thomas, Alun H.
 lblSeries:Working Paper No. 09/217
 Subject: Access to capital markets ; Bond markets ; Bonds ; Credit risk ; Debt service ratios ; Demand ; Economic models ; External debt ; External financing ; Fund facilities ; HIPC Initiative ; Political economy ; Supply
Title: Addressing Information Gaps
Author/Editor:Christian B. Mulder ; Phil De Imus ; L. Effie Psalida ; Jeanne Gobat ; R. B. Johnston ; Mangal Goswami ; Francisco F. Vázquez
lblSeries:Staff Position Note No. 2009/6
 Subject: Credit risk ; Data analysis ; Data quality assessment framework ; Economic indicators ; Economic models ; Financial institutions ; Financial instruments ; Financial sector ; Nonbank financial sector ; Statistics
Title: Algeria : Selected Issues
lblSeries:Country Report No. 16/128
 Subject: Banking sector ; Oil prices ; Credit risk ; Financial stability ; Fiscal reforms ; Subsidies ; Economic models ; Selected Issues Papers ; Algeria
Title: Appraising Credit Ratings : Does the CAP Fit Better than the ROC?
Author/Editor:R. John Irwin ; Timothy Irwin
lblSeries:Working Paper No. 12/122
 Subject: Credit risk ; Economic models ; OECD
Title: Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings
Author/Editor:John Kiff ; Sylwia Nowak ; Liliana Schumacher
lblSeries:Working Paper No. 12/23
 Subject: Credit risk ; Risk management ; Sovereign debt
Title: Assessing Default Risks for Chinese Firms : A Lost Cause?
Author/Editor:Daniel Law ; Shaun K. Roache
lblSeries:Working Paper No. 15/140
 Subject: Default ; Corporate sector ; Credit risk ; China ; Public non-financial corporations
Title: Australia: Basel II Implementation Assessment
lblSeries:Country Report No. 10/107
 Subject: Bank regulations ; Bank supervision ; Banks ; Basel Core Principles ; Capital ; Credit risk ; Liquidity ; Australia
Title: Australia: Financial System Stability Assessment
lblSeries:Country Report No. 12/308
 Subject: Financial system stability assessment ; Financial sector ; Banks ; Bank supervision ; Bank resolution ; Credit risk ; Risk management ; Financial stability ; Australia
Title: Australian Bank and Corporate Sector Vulnerabilities--An International Perspective
Author/Editor:Takáts, Elöd ; Tumbarello, Patrizia
 lblSeries:Working Paper No. 09/223
 Subject: Australia ; Banking sector ; Banks ; Corporate sector ; Credit risk ; Cross country analysis ; Financial assets ; Financial soundness indicators ; Loans ; Private sector ; Risk management
Title: Austria : Selected Issues
lblSeries:Country Report No. 12/252
 Subject: Bank supervision ; Banks ; Credit risk ; Selected issues
Title: Austria: Financial Sector Assessment Program Technical Note - Stress Testing and Short-Term Vulnerabilities
lblSeries:Country Report No. 08/204
 Subject: Banking sector ; Credit risk ; Economic models ; Exchange risk ; External shocks ; Financial Sector Assessment Program ; Liquidity ; Risk management ; Austria
Title: Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems
Author/Editor:Chan-Lau, Jorge A.
 lblSeries:Working Paper No. 10/107
 Subject: Bank accounting ; Banking systems ; Capital ; Credit risk ; Developed countries ; Emerging markets ; Financial institutions ; Financial risk ; Globalization ; International banking ; Risk management
Title: Balance Sheet Vulnerabilities of Mauritius During a Decade of Shocks
Author/Editor:Patrick A. Imam ; Rainer Koehler
lblSeries:Working Paper No. 10/148
 Subject: External shocks ; Mauritius ; Balance of payments ; Currencies ; Credit risk ; Monetary policy ; Fiscal policy
Title: Bangladesh: Financial System Stability Assessment
lblSeries:Country Report No. 10/38
 Subject: Anti-money laundering ; Bank resolution ; Bank supervision ; Banks ; Central bank autonomy ; Combating the financing of terrorism ; Credit risk ; Economic indicators ; Financial intermediation ; Financial safety nets ; Financial sector ; Financial system stability assessment ; Foreign exchange ; Risk management ; Bangladesh
Title: Bank Competition, Risk and Asset Allocations
Author/Editor:Boyd, John H. ; De Nicoló, Gianni ; Jalal, Abu M.
 lblSeries:Working Paper No. 09/143
 Subject: Asset management ; Banking ; Bankruptcy ; Banks ; Competition ; Credit risk ; Cross country analysis ; Depositories ; Economic models ; Financial crisis ; Time series ; United States
Title: Bank Funding Costs for International Banks
Author/Editor:Rita Babihuga ; Marco Spaltro
lblSeries:Working Paper No. 14/71
 Subject: International banks ; Euro Area ; Sovereign debt ; Credit risk ; Financial crisis ; Banking systems ; Capital
Title: Bank Risk Within and Across Equilibria
Author/Editor:Itai Agur
lblSeries:Working Paper No. 14/116
 Subject: International financial system ; Banking sector ; Credit risk ; Risk premium ; Econometric models
Title: Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks
Author/Editor:Cerutti, Eugenio ; Ilyina, Anna ; Makarova, Yulia ; Schmieder, Christian
 lblSeries:Working Paper No. 10/247
 Subject: Banks ; Capital ; Credit risk ; Cross country analysis ; Eastern Europe ; International banking ; Regional shocks
Title: Banks' Liability Structure and Mortgage Lending During the Financial Crisis
Author/Editor:Jihad Dagher ; Kazim Kazimov
lblSeries:Working Paper No. 12/155
 Subject: Liquidity ; Bank credit ; Banking sector ; Credit demand ; Credit risk ; Global Financial Crisis 2008-2009
Title: Banks’ Foreign Credit Exposures and Borrowers’ Rollover Risks Measurement, Evolution and Determinants
Author/Editor:Eugenio Cerutti
lblSeries:Working Paper No. 13/9
 Subject: Banking systems ; Bank credit ; Borrowing ; International banks ; Credit risk
Title: Basel Core Principles and Bank Risk: Does Compliance Matter?
Author/Editor:Demirgüç-Kunt, Asli ; Detragiache, Enrica
 lblSeries:Working Paper No. 10/81
 Subject: Bank reforms ; Bank regulations ; Bank soundness ; Bank supervision ; Banks ; Basel Core Principles ; Credit risk ; Cross country analysis ; Financial risk
Title: Belgium: 2009 Article IV Consultation - Staff Report; and Public Information Notice on the Executive Board Discussion
lblSeries:Country Report No. 10/63
 Subject: Article IV consultation reports ; Bank credit ; Bank supervision ; Banks ; Capital ; Credit risk ; Economic indicators ; Economic recession ; Financial sector ; Fiscal consolidation ; Fiscal policy ; Fiscal reforms ; Public information ; Staff Reports ; Belgium
Title: Belize : Staff Report for the 2011 Article IV Consultation
lblSeries:Country Report No. 11/340
 Subject: Article IV consultation reports ; Banking sector ; Credit risk ; Economic growth ; Fiscal consolidation ; Poverty reduction ; Staff Reports
Title: Benin: Selected Issues
lblSeries:Country Report No. 16/7
 Subject: Banking sector ; Financial institutions ; Microfinance ; Credit risk ; Financial soundness indicators ; Selected Issues Papers ; Benin
Title: Bosnia and Herzegovina: Financial Sector Assessment Program-Banking Sector Stress Testing-Technical Note
lblSeries:Country Report No. 15/213
 Subject: Financial Sector Assessment Program ; Stress testing ; Banking sector ; Credit risk ; Liquidity ; Bosnia and Herzegovina
Title: Brazil : Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision
lblSeries:Country Report No. 12/207
 Subject: Bank supervision ; Banking sector ; Basel Core Principles ; Credit risk ; Financial Sector Assessment Program ; Reports on the Observance of Standards and Codes ; Risk management
Title: Bulgaria: Selected Issues
lblSeries:Country Report No. 10/159
 Subject: Economic growth ; Gross domestic product ; Production ; Fiscal policy ; Government expenditures ; Currency boards ; Credit risk ; Bank credit ; Capital inflows ; Current account deficits ; Revenue measures ; Social security ; Bulgaria
Title: Calibrating Your Intuition: Capital Allocation for Market and Credit Risk
Author/Editor:Kupiec, Paul H.
 lblSeries:Working Paper No. 02/99
 Subject: Capital markets ; Credit risk ; Capital
Title: Can Covered Bonds Resuscitate Residential Mortgage Finance in the United States?
Author/Editor:Surti, Jay
 lblSeries:Working Paper No. 10/277
 Subject: Bankruptcy ; Bonds ; Capital ; Capital markets ; Credit risk ; Economic models ; Financial institutions ; Housing ; Loans ; Risk management ; United States
Title: Canada: 2009 Article IV Consultation - Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion
lblSeries:Country Report No. 09/162
 Subject: Article IV consultation reports ; Bank supervision ; Banks ; Credit risk ; Economic indicators ; Financial sector ; Financial stability ; Fiscal policy ; Fiscal reforms ; Monetary policy ; Public information ; Securities regulations ; Staff Reports ; Canada
Title: Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking
Author/Editor:Gianni De Nicoló ; Andrea Gamba ; Marcella Lucchetta
lblSeries:Working Paper No. 12/72
 Subject: Capital ; Credit risk ; Economic models ; Liquidity ; Taxation
Title: Centrality-based Capital Allocations
Author/Editor:Adrian Alter ; Ben Craig ; Peter Raupach
lblSeries:Working Paper No. 14/237
 Subject: Banking systems ; Interconnectedness ; Capital requirements ; Credit risk ; Systemic risk ; Financial contagion ; Econometric models
Title: Chile: 2009 Article IV Consultation - Staff Report; Staff Statement and Supplement; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for Chile
lblSeries:Country Report No. 09/271
 Subject: Article IV consultation reports ; Banking sector ; Central bank role ; Credit risk ; Economic growth ; Economic indicators ; External shocks ; Financial crisis ; Fiscal policy ; Fiscal reforms ; Monetary policy ; Public information ; Risk management ; Staff Reports ; Chile
Title: Collateral, Netting and Systemic Risk in the OTC Derivatives Market
Author/Editor:Singh, Manmohan
 lblSeries:Working Paper No. 10/99
 Subject: Asset management ; Banks ; Capital ; Capital markets ; Credit risk ; Financial institutions ; Financial instruments ; Financial risk ; Securities regulations
Title: Corporate Vulnerabilities in India and Banks' Loan Performance
Author/Editor:Peter Lindner ; Sung Eun Jung
lblSeries:Working Paper No. 14/232
 Subject: Corporate sector ; India ; External shocks ; Banking sector ; Loans ; Credit risk
Title: Credit Derivatives: Systemic Risks and Policy Options?
Author/Editor:Kiff, John ; Elliott, Jennifer A. ; Kazarian, Elias G. ; Scarlata, Jodi G. ; Spackman, Carolyne
 lblSeries:Working Paper No. 09/254
 Subject: Asset management ; Credit risk ; Financial instruments ; Financial stability ; Fiscal policy ; Securities markets ; Securities regulations ; Transparency
Title: Credit Growth in Sub-Saharan Africa - Sources, Risks, and Policy Responses
Author/Editor:Iossifov, Plamen ; Khamis, May Y.
 lblSeries:Working Paper No. 09/180
 Subject: Bank credit ; Bank supervision ; Banking sector ; Credit demand ; Credit expansion ; Credit risk ; Cross country analysis ; Economic models ; Financial crisis ; Fiscal policy ; Household credit ; Private sector ; Sub-Saharan Africa ; Time series
Title: Credit Risk Spreads in Local and Foreign Currencies
Author/Editor:Galai, Dan ; Wiener, Zvi
 lblSeries:Working Paper No. 09/110
 Subject: Asset prices ; Bonds ; Capital markets ; Corporate sector ; Credit risk ; Currencies ; Debt ; Debt restructuring ; Economic models ; Exchange rates ; Sovereign debt
Title: The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions
Author/Editor:Chan-Lau, Jorge A. ; Ong, Li L.
 lblSeries:Working Paper No. 06/139
 Subject: Credit risk ; United Kingdom ; Capital markets ; Financial stability
Title: Cross-Border Financial Surveillance: A Network Perspective
Author/Editor:Espinosa-Vega, Marco ; Sole, Juan
 lblSeries:Working Paper No. 10/105
 Subject: Bank credit ; Banking systems ; Chile ; Credit risk ; Cross country analysis ; Economic models ; External shocks ; Financial crisis ; Financial risk ; Financial sector ; Global Financial Crisis 2008-2009 ; Risk management
Title: Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications
Author/Editor:Chan-Lau, Jorge A. ; Santos, Andre
 lblSeries:Working Paper No. 06/269
 Subject: Credit risk ; Currencies ; Financial crisis ; Dollarization ; Economic models
Title: Cyprus: Financial Sector Assessment Program - Financial System Stability Assessment
lblSeries:Country Report No. 09/308
 Subject: Bank supervision ; Banking sector ; Credit risk ; Crisis prevention ; Deposit insurance ; Economic indicators ; Financial crisis ; Financial Sector Assessment Program ; Financial system stability assessment ; Insurance supervision ; Risk management ; Securities regulations ; Cyprus
Title: Cyprus: Financial Sector Assessment Program Update - Technical Note - Measuring Banking Stability in Cyprus
lblSeries:Country Report No. 09/171
 Subject: Banking ; Banks ; Commercial banks ; Credit risk ; Cross country analysis ; Financial sector ; Financial soundness indicators ; Financial stability ; Financial system stability assessment ; Spillovers ; Cyprus
Title: Czech Republic : Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision
lblSeries:Country Report No. 12/172
 Subject: Bank supervision ; Banking sector ; Basel Core Principles ; Credit risk ; Financial Sector Assessment Program ; Reports on the Observance of Standards and Codes ; Risk management
Title: Czech Republic: Staff Report for the 2011 Article IV Consultation
lblSeries:Country Report No. 11/83
 Subject: Article IV consultation reports ; Bank supervision ; Banking sector ; Credit risk ; Economic indicators ; Economic recovery ; Fiscal consolidation ; Fiscal policy ; Pension reforms ; Public debt ; Staff Reports ; Czech Republic
Title: Debt Dilution and Sovereign Default Risk
Author/Editor:Leonardo Martinez ; Juan Carlos Hatchondo ; Cesar Sosa Padilla
lblSeries:Working Paper No. 11/70
 Subject: Bonds ; Credit risk ; Debt reduction ; Economic models ; Emerging markets ; Interest rates on loans ; Sovereign debt
Title: Default, Credit Growth, and Asset Prices
Author/Editor:Segoviano Basurto, Miguel A. ; Goodhart, C. A. E. ; Hofmann, Boris
 lblSeries:Working Paper No. 06/223
 Subject: Credit risk ; Bank credit ; Bank soundness ; Asset prices ; Economic models
Title: Denmark: Financial Sector Assessment Program - Technical Note - Stress Testing
lblSeries:Country Report No. 07/125
 Subject: Banking systems ; Credit risk ; Denmark ; Financial institutions ; Financial Sector Assessment Program ; Financial systems ; Income ; Insurance ; Profits
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