IMF Publications by Author
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Garcia Pascual, Antonio:
2022
Title: Usability of Bank Capital Buffers: The Role of Market Expectations
Series: Working Paper No. 2022/021
Date: January 28, 2022
Subject: Correspondent banking Countercyclical capital buffers COVID-19 Financial institutions Financial markets Financial regulation and supervision Financial services Health Loans Market capitalization
2021
Title: Investment Funds and Financial Stability: Policy Considerations
Series: Departmental Paper No 2021/018
Date: September 17, 2021
Subject: Asset and liability management Asset management Emerging and frontier financial markets Financial institutions Financial markets Financial sector policy and analysis Financial sector stability International organization Liquidity Mutual funds Political economy
2007
Title: The Use of Mortgage Covered Bonds
Series: Working Paper No. 2007/020
Date: January 1, 2007
Subject: Bonds Covered bonds Credit Credit risk Financial institutions Financial regulation and supervision Money Mortgages
2006
Title: A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket
Series: Working Paper No. 2006/105
Date: April 1, 2006
Subject: Banking CDOs Credit Credit default swap Factor models
Title: Financial Sector Projections and Stress Testing in Financial Programming: A New Framework
Series: Working Paper No. 2006/033
Date: January 1, 2006
Subject: Banking Commercial banks Financial sector Foreign assets Macroeconomic and fiscal forecasts
Title: Toward An Effective Supervision of Partially Dollarized Banking Systems
Series: Working Paper No. 2006/032
Date: January 1, 2006
Subject: Banking Credit risk Currencies Exchange rate risk Exchange rates Financial regulation and supervision Foreign exchange Liquidity risk Money
2004
Title: Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
Series: Working Paper No. 2004/073
Date: April 1, 2004
Subject: Exchange rate modelling Exchange rates Financial services Foreign exchange Interest rate modelling Interest rate parity Purchasing power parity