IMF Publications by Subject
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Credit default swap:
2014
Title: Bank Funding Costs for International Banks
Series: Working Paper No. 2014/071
Date: April 30, 2014
Subject: Bank credit Banking Credit default swap Financial crises Financial services Global financial crisis of 2008-2009 Money Short term interest rates
Title: Sub-National Credit Risk and Sovereign Bailouts: Who Pays the Premium?
Series: Working Paper No. 2014/020
Date: January 30, 2014
Subject: Bond yields Credit Credit default swap Credit risk Financial institutions Financial regulation and supervision Financial services Market risk Money Yield curve
Title: Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers
Series: Working Paper No. 2014/017
Date: January 28, 2014
Subject: Asset and liability management Balance of payments Credit default swap Current account balance Financial sector policy and analysis Government debt management Liquidity Money Public financial management (PFM) Spillovers
2013
Title: Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR
Series: Working Paper No. 2013/218
Date: October 23, 2013
Subject: Banking Commercial banks Corporate sector Credit Credit default swap Credit risk Economic sectors Financial institutions Financial regulation and supervision Financial statements Money
Title: France: Financial Sector Assessment Program—Detailed Assessment of Observance of CPSS/IOSCO Recommendations for Securities Settlement Systems and for Central Counterparties
Series: Country Report No. 2013/183
Date: July 1, 2013
Subject: Banking Central counterparty clearing house Credit default swap Currencies Financial markets Financial regulation and supervision Legal support in revenue administration Money Operational risk Revenue administration
Title: Global Financial Stability Report, April 2013: Old Risks, New Challenges
Series: Global Financial Stability Report No. 2013/001
Date: April 17, 2013
Subject: Banking Credit Credit default swap Emerging and frontier financial markets Financial institutions Financial markets Financial statements Money Public financial management (PFM) Securities Sovereign bonds
Title: Italian Sovereign Spreads: Their Determinants and Pass-through to Bank Funding Costs and Lending Conditions
Series: Working Paper No. 2013/084
Date: April 3, 2013
Subject: Banking Bond yields Credit Credit default swap Financial institutions Financial services Money Sovereign bonds Yield curve
Title: Current Developments in Monetary and Financial Law, Volume 6: Restoring Financial Stability--The Legal Response
Series: 6
Date: February 8, 2013
Subject: Asset and liability management Banking Capital adequacy requirements Credit Credit default swap Debt restructuring Financial crises Financial institutions Financial regulation and supervision Financial sector policy and analysis Financial sector stability Money Securities
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