IMF Publications by Subject
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Market risk:
2002
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
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Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Capital markets Credit risk Market risk
2002
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
2001
Title: Senegal: Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on the following topics: Monetary and Financial Policy Transparency; and Securities Supervision
Series: Country Report No. 2001/189
Date: October 26, 2001
Subject: Banking Basel Core Principles Commercial banks Economic sectors Financial institutions Financial markets Financial regulation and supervision Financial sector Financial Sector Assessment Program Financial sector policy and analysis Loans Market risk Securities Securities markets
Title: Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and FSAP Experiences
Series: Working Paper No. 2001/088
Date: June 1, 2001
Subject: Banking Credit risk Exchange rate risk Financial regulation and supervision Financial sector policy and analysis Foreign exchange Market risk Stress testing
Title: Monetary Independence in Emerging Markets: Does the Exchange Rate Regime Make a Difference?
Series: Working Paper No. 2001/001
Date: January 1, 2001
Subject: Emerging and frontier financial markets Exchange rate arrangements Exchange rates Financial markets Financial regulation and supervision Floating exchange rates Foreign exchange Market risk
2000
Title: Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa
Series: Working Paper No. 2000/212
Date: December 1, 2000
Subject: Banking Credit Credit risk Financial institutions Financial regulation and supervision Loans Market risk Money Mortgages
Title: The New Capital Adequacy Framework: Institutional Constraints and Incentive Structures
Series: Working Paper No. 2000/093
Date: June 1, 2000
Subject: Banking Capital adequacy requirements Commercial banks Credit ratings Credit risk Financial institutions Financial regulation and supervision Market risk Money
Title: Macroprudential Indicators of Financial System Soundness
Series: Occasional Paper No. 2000/007
Date: April 15, 2000
Subject: Banking Capital adequacy requirements Commercial banks Economic sectors Financial crises Financial institutions Financial regulation and supervision Financial sector Market risk
Title: Assessing Financial System Vulnerabilities
Series: Working Paper No. 2000/076
Date: April 1, 2000
Subject: Banking Credit risk Financial regulation and supervision Financial sector policy and analysis Financial sector risk Financial sector stability Financial statements Market risk Public financial management (PFM) Tax incentives