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The Global Bank Stress Test

Author/Editor: Xiaodan Ding, Marco Gross, Ivo Krznar, Dimitrios Laliotis, Fabian Lipinsky, Pavel Lukyantsau, Thierry Tressel.

Release Date:April, 2022

This paper presents the framework underlying the Global Bank Stress Test (GST) and applies it to recent data and global scenarios to illustrate the usefulness of the framework in assessing the more...



Price: $20.00
What Drives Mortgage Default Risk in Europe and the U.S.?

Author/Editor: Marco Gross, Thierry Tressel, Xiaodan Ding, Eugen Tereanu.

Release Date:April, 2022

We present an analysis of the sensitivity of household mortgage probabilities of default (PDs) and loss given default (LGDs) on unemployment rates, house price growth, interest rates, and other more...



Price: $5.00
Global Corporate Stress Tests—Impact of the COVID-19 Pandemic and Policy Responses

Author/Editor: Thierry Tressel, Xiaodan Ding.

Release Date:August, 2021

Corporate sector vulnerabilities have been a central policy topic since the outset of the COVID-19 pandemic. In this paper, we analyze some 17,000 publicly listed firms in a sample of 24 countries, more...



Price: $5.00
Trade Integration in Latin America: A Network Perspective

Author/Editor: Kimberly Beaton, Aliona Cebotari, Xiaodan Ding, Andras Komaromi.

Release Date:June, 2017

The paper applies a network analysis framework to analyze the regional and global integration of Latin American and Caribbean (LAC) countries. We compare network-based measures of trade more...



Price: $18.00
Composition of Trade in Latin America and the Caribbean

Author/Editor: Xiaodan Ding, Metodij Hadzi-Vaskov.

Release Date:March, 2017

This study analyzes composition of goods trade in Latin America and the Caribbean (LAC) along four main dimensions: revealed comparative advantage, product complexity, sophistication, and more...



Price: $18.00