IMF Publications by Subject
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Credit default swap:
2019
Title: Completing the Market: Generating Shadow CDS Spreads by Machine Learning
Series: Working Paper No. 2019/292
Date: December 27, 2019
Subject: Credit default swap Credit ratings Credit risk Financial markets Financial regulation and supervision Machine learning Money Stock markets Technology
Title: Sovereign Risk in Macroprudential Solvency Stress Testing
Series: Working Paper No. 2019/266
Date: December 6, 2019
Subject: Banking Bond yields Credit default swap Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Financial services Money Stress testing Yield curve
Title: Finding the Bad Apples in the Barrel: Using the Market Value of Equity to Signal Banking Sector Vulnerabilities
Series: Working Paper No. 2019/180
Date: August 16, 2019
Subject: Banking Capital adequacy requirements Credit default swap Distressed institutions Financial crises Financial institutions Financial markets Financial regulation and supervision Global financial crisis of 2008-2009 Money Stock markets
2018
Title: Economic Policy Uncertainty in Turkey
Series: Working Paper No. 2018/272
Date: December 10, 2018
Subject: Credit default swap Employment GDP forecasting Labor Money National accounts
Title: Managing the Sovereign-Bank Nexus
Series: Departmental Paper No. 2018/016
Date: September 7, 2018
Subject: Banking Banking crises Credit default swap Financial crises Financial institutions Money Public debt Sovereign bonds
2017
Title: Financial Frictions and the Great Productivity Slowdown
Series: Working Paper No. 2017/129
Date: May 31, 2017
Subject: Credit Credit default swap Financial crises Money Production Productivity Total factor productivity
Title: Bank Solvency and Funding Cost: New Data and New Results
Series: Working Paper No. 2017/116
Date: May 15, 2017
Subject: Bank solvency Banking Capital adequacy requirements Credit default swap Financial regulation and supervision Financial sector policy and analysis Money Solvency Stress testing
2016
Title: Does Gross or Net Debt Matter More for Emerging Market Spreads?
Series: Working Paper No. 2016/246
Date: December 22, 2016
Subject: Central banks Credit default swap Emerging and frontier financial markets Financial markets Inflation International reserves Money Prices Public debt
Title: Understanding Corporate Vulnerabilities in Latin America
Series: Working Paper No. 2016/080
Date: April 7, 2016
Subject: Commodity prices Credit default swap Currencies Exchange rate adjustments Exchange rates Foreign exchange Money Prices
2014
Title: Market Signals and the Cost of Credit Risk Protection: An Analysis of CDS Settlement Auctions
Series: Working Paper No. 2014/239
Date: December 24, 2014
Subject: Asset and liability management Asset prices Asset valuation Bonds Credit Credit default swap Currencies Financial institutions Money Prices