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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
Series:
Working Paper No. 00/212
Date:
December 01, 2000
Subject(s):
Banking
|
Capital markets
|
South Africa
|
Credit risk
|
Economic models
M
Title:
A Macro Model of the Credit Channel in a Currency Union Member: The Case of Benin
Author/Editor:
Samaké, Issouf
Series:
Working Paper No. 10/191
Date:
August 01, 2010
Subject(s):
Benin
| Bonds | Central bank policy | Credit | Economic models | Excess liquidity | Financial sector | Monetary policy | Monetary transmission mechanism | Monetary unions | Reserves | Sovereign debt | West African Economic and Monetary Union
Author's Keyword(s):
Benin
|
Credit channel
|
excess liquidity
|
government bonds
|
general equilibrium
|
stochastic simulation.
Title:
Macro-Financial Implications of Corporate (De)Leveraging in the Euro Area Periphery
Author/Editor:
Manuela Goretti ; Marcos Souto
Series:
Working Paper No. 13/154
Date:
June 26, 2013
Subject(s):
Corporate sector
|
Europe
|
Debt burden
|
Euro Area
|
Financial crisis
|
Debt restructuring
Title:
Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections : An Application to Ecuador
Author/Editor:
Francesco Grigoli ; Mr. Mario Mansilla ; MartÃn SaldÃas
Series:
Working Paper No. 16/236
Date:
December 07, 2016
Subject(s):
Non-performing loans
|
Ecuador
|
Banks
|
Interconnectedness
|
Credit risk
|
Systemic risk
|
Stress testing
|
Econometric models
Title:
Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality
Author/Editor:
Inessa Love ; Rima Turk Ariss
Series:
Working Paper No. 13/271
Date:
December 30, 2013
Subject(s):
Banking sector
|
Egypt
|
Loans
|
External shocks
|
Credit risk
|
Economic models
Title:
Macro-Prudential Policies to Mitigate Financial System Vulnerabilities
Author/Editor:
Stijn Claessens ; Swati R. Ghosh ; Roxana Mihet
Series:
Working Paper No. 14/155
Date:
August 19, 2014
Subject(s):
Macroprudential policies and financial stability
|
Banking systems
|
Systemic risk
|
Risk management
|
Econometric models
Title:
Macro-prudential Policy in a Fisherian Model of Financial Innovation
Author/Editor:
Javier Bianchi ; Emine Boz ; Enrique G. Mendoza
Series:
Working Paper No. 12/181
Date:
July 01, 2012
Subject(s):
Economic models
|
Macroprudential Policy
Author's Keyword(s):
Financial crises
|
financial innovation
|
macro-prudential regulation
|
Bayesian learning
Title:
Macroeconomic and Sectoral Effects of Terms-of-Trade Shocks - The Experience of the Oil-Exporting Developing Countries
Author/Editor:
Spatafora, Nikola ; Warner, Andrew M.
Series:
Working Paper No. 99/134
Date:
October 01, 1999
Subject(s):
Terms of trade
|
Oil exports
|
Developing countries
Title:
Macroeconomic and Welfare Costs of U.S. Fiscal Imbalances
Author/Editor:
Bertrand Gruss ; Jose L. Torres
Series:
Working Paper No. 12/38
Date:
January 01, 2012
Subject(s):
Debt reduction
|
Economic models
|
Fiscal consolidation
|
Public debt
|
Welfare
Author's Keyword(s):
Fiscal imbalances
|
government debt
|
growth
|
crowding out
|
fiscal consolidation
|
welfare.
Title:
Macroeconomic Challenges of Structural Transformation : Public Investment, Growth and Debt Sustainability in Sierra Leone
Author/Editor:
Lacina Balma ; Mthuli Ncube
Series:
Working Paper No. 15/164
Date:
July 20, 2015
Subject(s):
Sierra Leone
|
Public investment
Title:
Macroeconomic Conditions and Import Surcharges in Selected Transition Economies
Author/Editor:
Sorsa, Piritta
Series:
Working Paper No. 99/62
Date:
May 01, 1999
Subject(s):
Trade liberalization
|
Import surcharges
|
Exchange rates
Title:
The Macroeconomic Consequences of Wage Indexation Revisited
Author/Editor:
Jadresic, Esteban
Series:
Working Paper No. 98/15
Date:
February 01, 1998
Subject(s):
Wage indexation
|
Inflation
|
Exchange rate regimes
|
Economic models
Title:
Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements
Author/Editor:
Scott Roger ; Jan Vlcek
Series:
Working Paper No. 11/103
Date:
May 01, 2011
Subject(s):
Banking sector
|
Economic models
|
External shocks
Author's Keyword(s):
Capital and liquidity requirements
|
financial frictions
|
macro-financial linkages.
Title:
Macroeconomic Cycles in China
Author/Editor:
Oppers, Stefan E.
Series:
Working Paper No. 97/135
Date:
October 01, 1997
Subject(s):
Business cycles
|
China
|
Inflation
Title:
Macroeconomic Dimensions of Public-Private Partnerships
Author/Editor:
Edward F. Buffie ; Michele Andreolli ; Bin Grace Li ; Luis-Felipe Zanna
Series:
Working Paper No. 16/78
Date:
March 24, 2016
Subject(s):
Public-private partnership
|
Infrastructure
|
Public sector
|
Private sector
|
Welfare
|
Capital accumulation
|
Unemployment
|
Econometric models
Title:
The Macroeconomic Effects of Environmental Taxes - A Closer Look at the Feasibility of "Win-Win" Outcomes
Author/Editor:
Ligthart, Johanna Elisabeth
Series:
Working Paper No. 98/75
Date:
May 01, 1998
Subject(s):
Economic growth
|
Taxation
|
Environment
Title:
The Macroeconomic Effects of Higher Oil Prices
Author/Editor:
Hunt, Ben ; Isard, Peter ; Laxton, Douglas
Series:
Working Paper No. 01/14
Date:
February 01, 2001
Subject(s):
Oil prices
|
Monetary policy
|
Economic models
Author's Keyword(s):
oil price shocks
|
MULTIMOD
|
monetary policy
Title:
Macroeconomic Effects of Public Pension Reforms
Author/Editor:
Karam, Philippe D ; Muir, Dirk ; Pereira, Joana ; Tuladhar, Anita
Series:
Working Paper No. 10/297
Date:
December 01, 2010
Subject(s):
Aging | Asia | Cross country analysis | Developed countries | Emerging markets | Euro Area | Fiscal policy | Monetary policy | Pension reforms | Pensions | Public sector |
United States
Author's Keyword(s):
OLG models
|
Aging
|
Pension Reforms
|
Fiscal Adjustment
Title:
Macroeconomic Effects of Sovereign Restructuring in a Monetary Union: A Model-based Approach
Author/Editor:
Lorenzo Forni ; Massimiliano Pisani
Series:
Working Paper No. 13/269
Date:
December 26, 2013
Subject(s):
Sovereign debt
|
Monetary unions
|
Public debt
|
Debt restructuring
|
Fiscal consolidation
|
Fiscal policy
|
Economic models
Title:
Macroeconomic Evaluation of Labor Market Reform in Germany
Author/Editor:
Tom Krebs ; Martin Scheffel
Series:
Working Paper No. 13/42
Date:
February 13, 2013
Subject(s):
Labor market reforms
|
Germany
|
Unemployment
|
Welfare
|
Economic models