IMF Publications by Subject
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Market risk:
2007
Title: Switzerland: Financial Sector Assessment Program: Technical Note: Insurance Sector Stress Testing
Series: Country Report No. 2007/201
Date: June 13, 2007
Subject: Financial institutions Financial markets Financial regulation and supervision Financial sector policy and analysis Insurance Insurance companies Market risk Stock markets Stress testing
Title: Mexico: Financial Sector Assessment Program Update: Technical Note: Risk Management Practices and Stress Tests of Commercial Banks, The Insurance Sector, and the Derivatives Exchange
Series: Country Report No. 2007/165
Date: May 15, 2007
Subject: Commercial banks Credit risk Exchange rates Financial institutions Financial regulation and supervision Financial sector policy and analysis Foreign exchange Market risk Stress testing
Title: Financial Market Risk and U.S. Money Demand
Series: Working Paper No. 2007/089
Date: April 1, 2007
Subject: Demand for money Financial markets Financial regulation and supervision Liquidity risk Market risk Monetary base Money Stock markets
Title: Denmark: Financial Sector Assessment Program: Technical Note: Stress Testing
Series: Country Report No. 2007/125
Date: March 23, 2007
Subject: Banking Credit Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Loans Market risk Money Stress testing
Title: Introduction to Applied Stress Testing
Series: Working Paper No. 2007/059
Date: March 1, 2007
Subject: Banking Credit risk Market risk Nonperforming loans Stress testing
Title: Portugal: Financial Sector Assessment Program: Technical Note: Stress Testing
Series: Country Report No. 2007/034
Date: January 30, 2007
Subject: Banking Capital adequacy requirements Credit risk Financial regulation and supervision Financial sector policy and analysis Income Market risk National accounts Stress testing
2006
Title: Portugal: Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on the following topics: Banking Supervision, Securities Regulation, and Insurance Regulation
Series: Country Report No. 2006/378
Date: October 24, 2006
Subject: Banking Credit Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Market risk Money Mortgages Stress testing
Title: The Limits of Market-Based Risk Transfer and Implications for Managing Systemic Risks
Series: Working Paper No. 2006/217
Date: October 1, 2006
Subject: Health care Health care spending Insurance Insurance companies Market risk
Title: A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager
Series: Working Paper No. 2006/195
Date: August 1, 2006
Subject: Bonds Credit risk Exchange rate risk Liquidity risk Market risk
Title: Spain: Financial Sector Assessment Program: Technical Note: Stress Testing Methodology and Results
Series: Country Report No. 2006/216
Date: June 14, 2006
Subject: Credit Credit risk Financial regulation and supervision Financial sector policy and analysis Housing prices Market risk Money Prices Stress testing