Search Results

Your search found 7 documents


Stress Testing : Principles, Concepts, and Frameworks

Author/Editor: Li Lian Ong, Andreas A Jobst.

Release Date:September, 2020

The objective of this book is to present IMF staff’s further analyses and applications of these tools. Stress test exercises must be undertaken within a coherent and comprehensive framework; they more...



Price: $65.00
Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems

Author/Editor: Andreas A Jobst, Li Lian Ong, Christian Schmieder.

Release Date:May, 2017

Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solvency stress testing. The more...



Price: $18.00
A Guide to IMF Stress Testing : Methods and Models

Author/Editor: Li L Ong.

Release Date:December, 2014

The IMF has had extensive involvement in the stress testing of financial systems in its member countries. This book presents the methods and models that have been developed by IMF staff over the more...



Price: $65.00
Ms. Muffet, the Spider(gram) and the Web of Macro-Financial Linkages

Author/Editor: Ricardo Cervantes, Phakawa Jeasakul, Joseph Maloney, Li Lian Ong.

Release Date:June, 2014

The global financial crisis has underscored the importance of understanding macro-financial developments and spillovers in an increasingly interconnected and intricate system. At the IMF, staff is more...



Price: $18.00
Asia's Stock Markets: Are There Crouching Tigers and Hidden Dragons?

Author/Editor: Fabian Lipinsky, Li Lian Ong.

Release Date:February, 2014

Stock markets play a key role in corporate financing in Asia. However, despite their increasing importance in terms of size and cross-border investment activity, the region’s markets are reputed to more...



Price: $18.00
FX Swaps : Implications for Financial and Economic Stability

Author/Editor: Li L. Ong, Bergljot Barkbu.

Release Date:March, 2010

The proliferation of foreign exchange (FX) swaps as a source of funding and as a hedging tool has focused attention on the role of the FX swap market in the recent crisis. The turbulence in more...



Price: $18.00
Foreign Banks in the CESE Countries : In for a Penny, in for a Pound?

Author/Editor: Li L. Ong, Andrea M. Maechler.

Release Date:March, 2009

The aim of this paper is to construct a comprehensive and consistent dataset to analyze the potential risks from foreign bank lending, for both the creditor and borrower countries of Central, Eastern more...



Price: $18.00