Miguel A. Segoviano Basurto

Books by Miguel A. Segoviano Basurto

Total count: 10

• Default, Credit Growth, and Asset Prices

  International Monetary Fund2006-01-01
• Portfolio Credit Risk and Macroeconomic ShocksApplications to Stress Testing under Data-Restricted Environments

  International Monetary Fund2006-01-01
• Counterparty Risk in the over-The-Counter Derivatives Market

  International Monetary Fund2008-01-01
• Banking Stability Measures

  International Monetary Fund2009-01-01
• Sovereign SpreadsGlobal Risk Aversion, Contagion or Fundamentals?

  International Monetary Fund2010-01-01
• Probabilities of Default and the Market Price of Risk in a Distressed Economy

  International Monetary Fund2011-01-01
• SecuritizationLessons Learned and the Road Ahead

  International Monetary Fund2013-01-01
• Optimal Bank Recovery

  International Monetary Fund2015-01-01
• Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN)

  International Monetary Fund2018-01-01
• Macroprudential Stress Testsa Reduced-Form Approach to Quantifying Systemic Risk Losses

  International Monetary Fund2018-01-01