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Systemic risk
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Title: Variance Decomposition Networks : Potential Pitfalls and a Simple Solution
Author/Editor:Jorge A Chan-Lau
 lblSeries:Working Paper No. 17/107
 Subject: 
Title: New Zealand : Financial Sector Assessment Program: Technical Note-Fund Management-Regulation, Supervision, and Systemic Risk Monitoring
Author/Editor:International Monetary Fund. Monetary and Capital Markets Department
 lblSeries:Country Report No. 17/117
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Title: ABBA: An Agent-Based Model of the Banking System
Author/Editor:Jorge A Chan-Lau
 lblSeries:Working Paper No. 17/136
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Title: Cyber Risk, Market Failures, and Financial Stability
Author/Editor:Emanuel Kopp,Lincoln Kaffenberger,Christopher Wilson
 lblSeries:Working Paper No. 17/185
 Subject: 
Title: A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN)
Author/Editor:Fabio Cortes,Peter Lindner,Sheheryar Malik,Miguel A. Segoviano Basurto
 lblSeries:Working Paper No. 18/14
 Subject: 
Title: Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses
Author/Editor:Zineddine Alla,Raphael A Espinoza,Qiaoluan H. Li,Miguel A. Segoviano Basurto
 lblSeries:Working Paper No. 18/49
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Title: Belgium : Financial System Stability Assessment
Author/Editor:International Monetary Fund. Monetary and Capital Markets Department
 lblSeries:Country Report No. 18/67
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Title: Belgium : Financial System Stability Assessment-Technical Note- Stress Testing the Banking and Insurance Sectors and Systemic Risk Analysis
Author/Editor:International Monetary Fund. Monetary and Capital Markets Department
 lblSeries:Country Report No. 18/69
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Title: Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment
Author/Editor:Antoine Bouveret
 lblSeries:Working Paper No. 18/143
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Title: Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
Author/Editor:Ron Anderson,Jon Danielsson,Chikako Baba,Udaibir S Das,Heedon Kang,Miguel A. Segoviano Basurto
 lblSeries:Working Paper No. 18/197
 Subject: 
Title: Republic of Armenia : Financial Sector Assessment Program-Press Release; Staff Report; and Statement by the Executive Director for the Republic of Armenia
Author/Editor:International Monetary Fund. Monetary and Capital Markets Department
 lblSeries:Country Report No. 18/361
 Subject: 
Title: Bank Profitability and Financial Stability
Author/Editor:TengTeng Xu,Kun Hu,Udaibir S Das
 lblSeries:Working Paper No. 19/5
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Title: Montenegro : Technical Assistance Report-Financial Soundness Indicators Mission (November 29 - December 5, 2017)
Author/Editor:International Monetary Fund. Statistics Dept.
 lblSeries:Country Report No. 19/77
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Title: BigTech in Financial Services
Author/Editor:Fabiana Melo
 lblSeries:FinTech Notes No 2022/002
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Title: Luxembourg: Financial Sector Assessment Program—Technical Note on Macroprudential Policy Framework, Tools, and Calibration
lblSeries:Country Report No. 2024/183
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Title: A Simple Macroprudential Liquidity Buffer
Author/Editor:Daniel C. Hardy ; Philipp Hochreiter
lblSeries:Working Paper No. 14/235
 Subject: Banking sector ; Liquidity ; Bank financing ; Systemic risk ; Banking crisis ; Macroprudential policies and financial stability ; Crisis management
Title: An Overview of Macroprudential Policy Tools
Author/Editor:Stijn Claessens
lblSeries:Working Paper No. 14/214
 Subject: Macroprudential policies and financial stability ; Monetary policy ; Procyclicality of financial system ; Financial intermediation ; Other systemic risk tools
Title: Bank Size and Systemic Risk
Author/Editor:Luc Laeven ; Lev Ratnovski ; Hui Tong
lblSeries:Staff Discussion Notes No. 14/4
 Subject: Systemic risk ; Systemic risk assessment ; Too-big-too-fail ; Bank capital ; Bank regulations ; Corporate governance ; Financial crisis ; Bank financing ; Bank deposits
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: China’s Financial Interlinkages and Implications For Inter-Agency Coordination
Author/Editor:Min Liao ; Tao Sun ; Jinfan Zhang
lblSeries:Working Paper No. 16/181
 Subject: Financial sector ; China ; Stock markets ; Housing ; Markets ; Shadow banking ; Financial institutions ; Economic integration ; Systemic risk assessment
Title: Designing Effective Macroprudential Stress Tests : Progress So Far and the Way Forward
Author/Editor:Dimitri G. Demekas
lblSeries:Working Paper No. 15/146
 Subject: Financial stability ; Banks ; Liquidity ; Stress tests ; Systemic risk
Title: Dominican Republic : Sectoral Financial Positions and Macroeconomic Vulnerabilities
Author/Editor:Svetlana Cerovic ; Jose Saboin
lblSeries:Working Paper No. 16/208
 Subject: Economic sectors ; Dominican Republic ; Balance sheets ; Systemic risk assessment ; Macro-financial analysis ; Time series
Title: Interconnectedness, Systemic Crises and Recessions
Author/Editor:Marco A Espinosa-Vega ; Steven Russell
lblSeries:Working Paper No. 15/46
 Subject: Interconnectedness ; Banks ; Financial crises ; Economic recession ; Systemic risk assessment ; Equilibrium. Econometric models
Title: LTV and DTI Limits—Going Granular
Author/Editor:Luis I. Jacome H. ; Srobona Mitra
lblSeries:Working Paper No. 15/154
 Subject: Loans ; Mortgages ; Debt service ratios ; Housing prices ; Systemic risk ; Macroprudential policies and financial stability ; Cross country analysis
Title: Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections : An Application to Ecuador
Author/Editor:Francesco Grigoli ; Mr. Mario Mansilla ; Martín Saldías
lblSeries:Working Paper No. 16/236
 Subject: Non-performing loans ; Ecuador ; Banks ; Interconnectedness ; Credit risk ; Systemic risk ; Stress testing ; Econometric models
Title: Macro-Prudential Policies to Mitigate Financial System Vulnerabilities
Author/Editor:Stijn Claessens ; Swati R. Ghosh ; Roxana Mihet
lblSeries:Working Paper No. 14/155
 Subject: Macroprudential policies and financial stability ; Banking systems ; Systemic risk ; Risk management ; Econometric models
Title: Mitigating the Deadly Embrace in Financial Cycles : Countercyclical Buffers and Loan-to-Value Limits
Author/Editor:Jaromir Benes ; Douglas Laxton ; Joannes Mongardini
lblSeries:Working Paper No. 16/87
 Subject: Business cycles ; Credit demand ; Credit booms ; Household credit ; Housing prices ; Mortgages ; Systemic risk ; Macroprudential Policy ; Risk management
Title: Systemic Risk Assessment in Low Income Countries : Balancing Financial Stability and Development
Author/Editor:Daniela Marchettini ; Rodolfo Maino
lblSeries:Working Paper No. 15/190
 Subject: Systemic risk assessment ; Sub-Saharan Africa ; Low income countries ; Credit booms ; Banking crisis ; Financial sector ; Development ; Financial stability
Title: Systemic Risk, Aggregate Demand, and Commodity Prices
Author/Editor:Javier Gómez-Pineda ; Dominique M. Guillaume ; Kadir Tanyeri
lblSeries:Working Paper No. 15/165
 Subject: Central banks and their policies ; Foreign exchange ; International finance ; Systemic risk ; Capital flows
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