IMF Publications by Subject
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Credit risk:
2003
Title: Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises
Series: Working Paper No. 2003/106
Date: May 1, 2003
Subject: Credit Credit default swap Credit risk Financial crises Financial regulation and supervision Financial services Money Yield curve
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Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Capital markets Credit risk Market risk
2002
Title: Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk
Series: Working Paper No. 2002/157
Date: September 1, 2002
Subject: Banking Credit Credit risk Debt financing Deposit insurance Econometric analysis External debt Financial institutions Financial regulation and supervision Money Stocks Vector autoregression
Title: Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
Series: Working Paper No. 2002/125
Date: July 1, 2002
Subject: Banking Bonds Credit risk Insurance Market risk
Title: Calibrating Your Intuition: Capital Allocation for Market and Credit Risk
Series: Working Paper No. 2002/099
Date: May 1, 2002
Subject: Credit Credit risk Debt financing Market risk Vector autoregression
Title: Financial Risks, Stability, and Globalization
Series: Seminar Volumes
Date: April 29, 2002
Subject: Banking Credit Credit risk Financial crises Financial regulation and supervision Financial sector Financial Sector Assessment Program Financial sector policy and analysis Financial sector stability Money
Title: Financial Soundness Indicators: Analytical Aspects and Country Practices
Series: Occasional Paper No. 2002/003
Date: April 8, 2002
Subject: Banking Capital adequacy requirements Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Financial soundness indicators Loans Prices Real estate prices Stress testing
Title: Global Financial Stability Report, March 2002: Market Developments and Issues
Series: Global Financial Stability Report No. 2002/001
Date: March 13, 2002
Subject: Credit Credit risk Early warning systems Emerging and frontier financial markets Financial crises Financial markets Financial regulation and supervision Money Stock markets