IMF Publications by Subject
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Systemic risk:
2012
Title: Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance
Series: Working Paper No. 2012/194
Date: July 1, 2012
Subject: Asset and liability management Banking Financial regulation and supervision Financial sector policy and analysis Liquidity Liquidity indicators Liquidity management Liquidity requirements Liquidity risk Systemic risk
Title: Building Blocks for Effective Macroprudential Policies in Latin America: Institutional Considerations
Series: Working Paper No. 2012/183
Date: July 1, 2012
Subject: Banking Financial crises Financial regulation and supervision Financial sector policy and analysis Financial sector stability Macroprudential policy Systemic risk
Title: Externalities and Macroprudential Policy
Series: Staff Discussion Notes No. 2012/005
Date: June 7, 2012
Subject: Asset and liability management Asset liquidity Banking Financial contagion Financial crises Financial sector policy and analysis Macroprudential policy Systemic risk
Title: Monitoring Systemic Risk Basedon Dynamic Thresholds
Series: Working Paper No. 2012/159
Date: June 1, 2012
Subject: Banking Commercial banks Financial crises Financial institutions Financial sector policy and analysis Foreign exchange Real effective exchange rates Systemic crises Systemic risk Systemic risk assessment
Title: Systemic Risk and Asymmetric Responses in the Financial Industry
Series: Working Paper No. 2012/152
Date: June 1, 2012
Subject: Banking Commercial banks Econometric analysis Financial institutions Financial sector policy and analysis Financial statements Public financial management (PFM) Systemic risk Treasury bills and bonds Vector autoregression
Title: Building a More Resilient Financial Sector: Reforms in the Wake of the Global Crisis
Series: Books
Date: April 19, 2012
Subject: Bank resolution framework Commercial banks Contingent capital Financial crises Financial institutions Financial sector policy and analysis Systemic risk Systemically important financial institutions
Title: Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing
Series: Working Paper No. 2012/058
Date: February 1, 2012
Subject: Bank credit Financial institutions Financial sector policy and analysis Loans Money Stress testing Systemic risk Systemic risk assessment
Title: From Stress to Costress: Stress Testing Interconnected Banking Systems
Series: Working Paper No. 2012/053
Date: February 1, 2012
Subject: Banking Credit Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Money Nonperforming loans Stress testing Systemic risk
Title: Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach
Series: Working Paper No. 2012/046
Date: February 1, 2012
Subject: Banking Commercial banks Econometric analysis Financial crises Financial institutions Financial sector policy and analysis Financial statements Public financial management (PFM) Systemic risk Vector autoregression
Title: Managing Non-Core Liabilities and Leverage of the Banking System: A Building Block for Macroprudential Policy Making in Korea
Series: Working Paper No. 2012/027
Date: January 1, 2012
Subject: Business cycles Capital adequacy requirements Commercial banks Economic growth Financial institutions Financial sector policy and analysis Macroprudential policy Macroprudential policy instruments Systemic risk