IMF Publications by Subject
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Credit default swap:
2013
Title: Capital Requirements for Over-the-Counter Derivatives Central Counterparties
Series: Working Paper No. 2013/003
Date: January 8, 2013
Subject: Banking Central counterparty clearing house Credit default swap Currencies Econometric analysis Financial markets Financial regulation and supervision Hedging Money Vector autoregression
2012
Title: Financial Spillovers to Chile
Series: Working Paper No. 2012/254
Date: October 24, 2012
Subject: Banking Credit default swap Credit risk Financial markets Financial regulation and supervision Financial services Interbank markets Money Securities markets Yield curve
Title: Euro Area Policies: 2012 Article IV Consultation: Selected Issues Paper
Series: Country Report No. 2012/182
Date: July 18, 2012
Subject: Banking Bond yields Bonds Credit default swap Financial institutions Financial services Public debt Sovereign bonds Yield curve
Title: Sweden: Selected Issues
Series: Country Report No. 2012/155
Date: June 27, 2012
Subject: Banking Capital adequacy requirements Central bank policy rate Credit default swap Financial regulation and supervision Financial sector policy and analysis Financial sector stability Financial services Macroprudential policy Money
Title: CDS Spreads in European Periphery: Some Technical Issues to Consider
Series: Working Paper No. 2012/077
Date: March 1, 2012
Subject: Banking Bonds Collateral Credit default swap Derivative markets Financial institutions Financial markets Money Over-the-counter markets
Title: Pricing of Sovereign Credit Risk: Evidence From Advanced Economies During the Financial Crisis
Series: Working Paper No. 2012/024
Date: January 1, 2012
Subject: Credit default swap Credit risk Derivative markets Financial crises Financial institutions Financial markets Financial regulation and supervision Money Sovereign bonds
Title: Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings
Series: Working Paper No. 2012/023
Date: January 1, 2012
Subject: Credit Credit default swap Credit ratings Credit risk Emerging and frontier financial markets Financial markets Financial regulation and supervision Money
Title: A toolkit for Assessing Fiscal Vulnerabilities and Risks in Advanced Economies
Series: Working Paper No. 2012/011
Date: January 1, 2012
Subject: Credit default swap Debt sustainability analysis External debt Fiscal policy Fiscal risks Fiscal stance Money Public debt Public financial management (PFM)
2011
Title: Assessing the Risks to the Japanese Government Bond (JGB) Market
Series: Working Paper No. 2011/292
Date: December 1, 2011
Subject: Banking Corporate sector Credit default swap Economic sectors Financial institutions Government securities Loans Money Public debt
Title: Financial Linkages Across Korean Banks
Series: Working Paper No. 2011/201
Date: August 1, 2011
Subject: Asset and liability management Asset valuation Banking Capital adequacy requirements Commercial banks Credit Credit default swap Financial crises Financial institutions Global financial crisis of 2008-2009 Money