IMF Publications by Subject
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Credit default swap:
2011
Title: Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis
Series: Working Paper No. 2011/068
Date: March 1, 2011
Subject: Credit default swap Credit rating agencies Credit ratings Financial crises Stock markets
2010
Title: Global Financial Stability Report, October 2010: Sovereigns, Funding, and Systemic Liquidity
Series: Global Financial Stability Report No. 2010/002
Date: October 29, 2010
Subject: Asset and liability management Banking Commercial banks Credit Credit default swap Credit ratings Emerging and frontier financial markets Financial institutions Financial markets Financial regulation and supervision Liquidity Liquidity risk Loans Money
Title: Price of Risk: Recent Evidence From Large Financials
Series: Working Paper No. 2010/190
Date: August 1, 2010
Subject: Banking Credit Credit default swap Financial crises Financial markets Money Securities markets Stock markets
Title: United States: Publication of Financial Sector Assessment Program Documentation: Technical Note on Stress Testing
Series: Country Report No. 2010/244
Date: July 29, 2010
Subject: Banking Contingent liabilities Credit default swap Financial institutions Financial sector policy and analysis Loans Money Options Public financial management (PFM) Stress testing Systemic risk
Title: The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions
Series: Working Paper No. 2010/153
Date: June 1, 2010
Subject: Banking Credit default swap Credit risk Debt default Yield curve
Title: United States: Publication of Financial Sector Assessment Program Documentation: Detailed Assessment of Observance of the National Securities Clearing Corporation’s Observance of the CPSS-IOSCO Recommendations for Central Counterparties
Series: Country Report No. 2010/129
Date: May 15, 2010
Subject: Banking Central counterparty clearing house Credit default swap Financial institutions Financial markets Financial regulation and supervision Legal support in revenue administration Money Operational risk Revenue administration Securities
Title: Collateral, Netting and Systemic Risk in the OTC Derivatives Market
Series: Working Paper No. 2010/099
Date: April 1, 2010
Subject: Central counterparty clearing house Collateral Credit default swap Derivative markets Financial institutions Financial markets Financial sector policy and analysis Money Systemic risk
2009
Title: Credit Derivatives: Systemic Risks and Policy Options?
Series: Working Paper No. 2009/254
Date: November 1, 2009
Subject: Central counterparty clearing house Credit Credit default swap Credit risk Derivative markets
Title: French Banks Amid the Global Financial Crisis
Series: Working Paper No. 2009/201
Date: September 1, 2009
Subject: Banking Commercial banks Credit default swap Foreign banks Stocks
Title: Global Financial Stability Report, April 2009: Responding to the Financial Crisis and Measuring Systemic Risks
Series: Global Financial Stability Report No. 2009/001
Date: May 27, 2009
Subject: Banking Commercial banks Credit Credit default swap Emerging and frontier financial markets Financial institutions Financial markets Financial sector policy and analysis Money Systemic risk