IMF Publications by Subject
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Asset valuation:
2008
Title: Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals
Series: Working Paper No. 2008/141
Date: June 1, 2008
Subject: Asset valuation Education Gender Securities markets Trade balance
Title: Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System
Series: Working Paper No. 2008/089
Date: April 1, 2008
Subject: Asset prices Asset valuation Banking Commercial banks Yield curve
Title: Where Did All the Borrowing Go? A Forensic Analysis of the U.S. External Position
Series: Working Paper No. 2008/028
Date: February 1, 2008
Subject: Asset valuation External position Foreign assets Foreign direct investment Stocks
2007
Title: India: Asset Prices and the Macroeconomy
Series: Working Paper No. 2007/221
Date: September 1, 2007
Subject: Asset prices Asset valuation Real estate prices Securities markets Stock markets
Title: External Linkages and Contagion Risk in Irish Banks
Series: Working Paper No. 2007/044
Date: February 1, 2007
Subject: Asset valuation Banking Commercial banks Stock markets Systemic risk
2006
Title: Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing Under Data-Restricted Environments
Series: Working Paper No. 2006/283
Date: December 1, 2006
Subject: Asset and liability management Asset valuation Banking Credit Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Loans Money Stress testing
Title: Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications
Series: Working Paper No. 2006/269
Date: December 1, 2006
Subject: Asset valuation Currencies Currency mismatches Debt default Exchange rates
Title: Distance-to-Default in Banking: A Bridge Too Far?
Series: Working Paper No. 2006/215
Date: September 1, 2006
Subject: Asset valuation Banking Capital adequacy requirements Deposit insurance Post-clearance customs audit
Title: Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance
Series: Working Paper No. 2006/104
Date: April 1, 2006
Subject: Asset and liability management Asset prices Asset valuation Bonds Credit default swap Financial institutions Money Prices Stocks
2005
Title: The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability
Series: Working Paper No. 2005/231
Date: December 1, 2005
Subject: Asset valuation Corporate sector Debt default Financial statements Systemic risk