IMF Publications by Author
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Leika, Mindaugas:
2020
Title: Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective
Series: Working Paper No. 2020/111
Date: July 3, 2020
Subject: Distressed assets Financial institutions Financial regulation and supervision Financial sector policy and analysis International Financial Reporting Standards Loans Stocks Stress testing
Title: Stress Testing in Sub-Saharan Africa: Practices, Communications, and Capacity Development
Series: Departmental Paper No. 2020/007
Date: May 11, 2020
Subject: Banking Commercial banks Communications in revenue administration Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Financial sector stability Revenue administration Stress testing
2019
Title: Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models
Series: Working Paper No. 2019/250
Date: November 15, 2019
Subject: Asset and liability management Asset liquidity Asset management Banking Financial institutions Financial regulation and supervision Liquidity Liquidity risk Sovereign bonds
2017
Title: A Generalized Framework for the Assessment of Household Financial Vulnerability
Series: Working Paper No. 2017/228
Date: November 7, 2017
Subject: Debt burden Disposable income External debt Financial institutions Financial sector policy and analysis Financial sector risk Mortgages National accounts Personal income