IMF Publications by Author
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Miguel%20A.%20Segoviano:
2023
Title: Financial Conditions in Europe: Dynamics, Drivers, and Macroeconomic Implications
Series: Working Paper No. 2023/209
Date: September 29, 2023
Subject: Asset prices Credit Financial cycles Financial sector policy and analysis Inflation Monetary policy Monetary tightening Money Prices
2020
Title: Systemic Risk Modeling: How Theory Can Meet Statistics
Series: Working Paper No. 2020/054
Date: March 13, 2020
Subject: Banking Consumer loans Interbank markets Loans Systemic risk
2018
Title: Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
Series: Working Paper No. 2018/197
Date: September 11, 2018
Subject: Asset and liability management Asset liquidity Banking Countercyclical capital buffers Financial regulation and supervision Financial sector policy and analysis Macroprudential stress testing Stress testing Systemic risk
Title: Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses
Series: Working Paper No. 2018/049
Date: March 9, 2018
Subject: Asset and liability management Asset valuation Banking Countercyclical capital buffers Financial contagion Financial regulation and supervision Financial sector policy and analysis Stress testing Systemic risk
Title: A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN)
Series: Working Paper No. 2018/014
Date: January 24, 2018
Subject: Commercial banks Financial institutions Financial sector policy and analysis Hedge funds Insurance companies Mutual funds Systemic risk
2015
Title: Optimal Bank Recovery
Series: Working Paper No. 2015/217
Date: September 30, 2015
Subject: Asset valuation Bank solvency Banking Financial institutions Financial sector policy and analysis Financial sector stability Loans Stocks Systemic risk
Title: Securitization: The Road Ahead
Series: Staff Discussion Notes No. 2015/001
Date: January 26, 2015
Subject: Credit ratings Financial institutions Financial services Loans Money Mortgages Securities Securitization
2013
Title: Securitization: Lessons Learned and the Road Ahead
Series: Working Paper No. 2013/255
Date: December 19, 2013
Subject: Banking Credit Credit ratings Financial institutions Financial services Loans Money Mortgages Securitization
2011
Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
Series: Working Paper No. 2011/075
Date: April 1, 2011
Subject: Asset prices Banking Credit default swap Factor models Market risk
2010
Title: Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?
Series: Working Paper No. 2010/120
Date: May 1, 2010
Subject: Bond yields Financial crises Market risk Sovereign bonds Yield curve
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