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Fundamentals-Based Estimation of Default Probabilities - A Survey1

Fundamentals-Based Estimation of Default Probabilities - A Survey1 »

Source: Fundamentals-Based Estimation of Default Probabilities - A Survey

Volume/Issue: 2006/149

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

ISBN: 9781451864090

Keywords: Default probabilities, scoring models, ratings models, probabilities, probability, banking, forecasting, bankrupt, Forecasting and Other Model Applications, Financial Economics: General

This survey reviews a number of different fundamentals-based models for estimating default probabilities for firms and/or industries, and illustrates them with real applications by practitioners and policy making i...

The Impact of IMF-Supported Programs on FDI in Low-income Countries

The Impact of IMF-Supported Programs on FDI in Low-income Countries »

Source: The Impact of IMF-Supported Programs on FDI in Low-income Countries

Volume/Issue: 2015/157

Series: IMF Working Papers

Author(s): Ali Al-Sadiq

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 July 2015

ISBN: 9781513502342

Keywords: IMF-Supported Programs, FDI Inflows, Low-income Countries, Treatment Effects Model, Propensity Score Matching, gdp, income, investment, variables, value

It is common for IMF-supported adjustment programs with low-income member countries (LICs) to project that they will facilitate FDI inflows. The main objective of this paper is to empirically examine this hypothesi...

Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective

Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective »

Source: Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective

Volume/Issue: 2020/111

Series: IMF Working Papers

Author(s): Marco Gross , Dimitrios Laliotis , Mindaugas Leika , and Pavel Lukyantsau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 July 2020

ISBN: 9781513549088

Keywords: Financial crises, Financial institutions, Financial instruments, Macroprudential policies and financial stability, Financial systems, Credit risk, IFRS 9, CECL, lifetime probability of default, LGD modeling.

The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite serves as an illustration for institutions wishing to...

A Vicious Cycle: How Pandemics Lead to Economic Despair and Social Unrest1

A Vicious Cycle: How Pandemics Lead to Economic Despair and Social Unrest1 »

Source: A Vicious Cycle: How Pandemics Lead to Economic Despair and Social Unrest

Volume/Issue: 2020/216

Series: IMF Working Papers

Author(s): Tahsin Saadi Sedik , and Rui Xu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 October 2020

ISBN: 9781513559162

Keywords: Income inequality, Vector autoregression, Communicable diseases, Income distribution, Personal income, Covid-19, Pandemics, Inequality, Social Unrest, WP

In this paper we analyze the dynamics among past major pandemics, economic growth, inequality, and social unrest. We provide evidence that past major pandemics, even though much smaller in scale than COVID-19, have...

Fundamentals-Based Estimation of Default Probabilities - A Survey

Fundamentals-Based Estimation of Default Probabilities - A Survey »

Volume/Issue: 2006/149

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

DOI: http://dx.doi.org/10.5089/9781451864090.001

ISBN: 9781451864090

Keywords: Default probabilities, scoring models, ratings models, probabilities, probability, banking, forecasting, bankrupt, Forecasting and Other Model Applications, Financial Economics: General

This survey reviews a number of different fundamentals-based models for estimating default probabilities for firms and/or industries, and illustrates them with real applications by practitioners and policy making i...

The Impact of IMF-Supported Programs on FDI in Low-income Countries

The Impact of IMF-Supported Programs on FDI in Low-income Countries »

Volume/Issue: 2015/157

Series: IMF Working Papers

Author(s): Ali Al-Sadiq

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 July 2015

DOI: http://dx.doi.org/10.5089/9781513502342.001

ISBN: 9781513502342

Keywords: IMF-Supported Programs, FDI Inflows, Low-income Countries, Treatment Effects Model, Propensity Score Matching, gdp, income, investment, variables, value

It is common for IMF-supported adjustment programs with low-income member countries (LICs) to project that they will facilitate FDI inflows. The main objective of this paper is to empirically examine this hypothesi...

Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective

Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective »

Volume/Issue: 2020/111

Series: IMF Working Papers

Author(s): Marco Gross , Dimitrios Laliotis , Mindaugas Leika , and Pavel Lukyantsau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 July 2020

DOI: http://dx.doi.org/10.5089/9781513549088.001

ISBN: 9781513549088

Keywords: Financial crises, Financial institutions, Financial instruments, Macroprudential policies and financial stability, Financial systems, Credit risk, IFRS 9, CECL, lifetime probability of default, LGD modeling.

The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite serves as an illustration for institutions wishing to...

A Vicious Cycle: How Pandemics Lead to Economic Despair and Social Unrest

A Vicious Cycle: How Pandemics Lead to Economic Despair and Social Unrest »

Volume/Issue: 2020/216

Series: IMF Working Papers

Author(s): Tahsin Saadi Sedik , and Rui Xu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 October 2020

DOI: http://dx.doi.org/10.5089/9781513559162.001

ISBN: 9781513559162

Keywords: Income inequality, Vector autoregression, Communicable diseases, Income distribution, Personal income, Covid-19, Pandemics, Inequality, Social Unrest, WP

In this paper we analyze the dynamics among past major pandemics, economic growth, inequality, and social unrest. We provide evidence that past major pandemics, even though much smaller in scale than COVID-19, have...