IMF Working Papers

Subject: Asset and liability management, Asset valuation, Contingent liabilities, Debt default, External debt, Financial sector policy and analysis, Financial statements, Public financial management (PFM), Systemic risk

Keywords: Asset valuation, Asset volatility, Balance sheet approach, Bank debt, Capital assessment, Capital shortfall, CDS put option value, Conditional tail expectation (CTE), Contingent claims analysis (CCA), Contingent liabilities, Debt default, Equity capital, Equity put option value, Expected loss, Extreme value theory (EVT), Financial market, Financial statements, Global, Implied asset value, Macroprudential policy and surveillance, Market risk exposure, Market value, Put option, Risk-adjusted balance sheets, Stress testing, Systemic CCA, Systemic risk, WP