IMF paper presents Global VAR model for analysing banking and sovereign risks

imf-2

An International Monetary Fund (IMF) working paper, published yesterday, presents a framework for analysing the impact and spillover of shocks to banking systems and sovereigns, and identifying the right policies to mitigate them, in Europe and the US.

In Modelling Banking, Sovereign, and Macro Risk in a CCA Global VAR, Dale Gray, Marco Gross, Joan Paredes and Matthias Sydow develop a framework for analysing the interaction between banking sector risk, sovereign risk, corporate sector risk, real

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

Register for Central Banking

All fields are mandatory unless otherwise highlighted

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account

.