Yin Liao

Queensland University of Technology

2 George Street

Brisbane, Queensland 4000

Australia

Australian National University - The Centre for Applied Macroeconomic Analysis (CAMA)

Research Associate

Canberra, Australian Capital Territory 2601

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

222

CITATIONS

1

Scholarly Papers (4)

Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors

25th Australasian Finance and Banking Conference 2012
Number of pages: 31 Posted: 06 Sep 2012 Last Revised: 31 Oct 2012
Serkan Arslanalp and Yin Liao
International Monetary Fund (IMF) and Queensland University of Technology
Downloads 168 (145,431)
Citation 1

Abstract:

Contingent Liabilities, Sovereign Risk, Systemic Risk, Banking Sector, Expected Loss, Unexpected Loss

Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors

CAMA Working Paper 43/2013
Number of pages: 52 Posted: 16 Jul 2013
Serkan Arslanalp and Yin Liao
International Monetary Fund (IMF) and Queensland University of Technology
Downloads 23 (436,336)
Citation 1

Abstract:

Contingent Liabilities, Sovereign Risk, Banking Sector

Contingent Liabilities from Banks: How to Track Them?

IMF Working Paper No. 15/255
Number of pages: 31 Posted: 17 Feb 2016
Serkan Arslanalp and Yin Liao
International Monetary Fund (IMF) and Queensland University of Technology
Downloads 17 (470,799)

Abstract:

bank, banks, banking, risk, Government Policy and Regulation, All Countries,

Contingent Liabilities from Banks: How to Track Them?

International Monetary Fund (IMF) Working Paper 15/255
Number of pages: 30 Posted: 15 Dec 2015
Serkan Arslanalp and Yin Liao
International Monetary Fund (IMF) and Queensland University of Technology
Downloads 14 (488,148)

Abstract:

Contingent Liabilities, Sovereign Risk, Banking Sector

3.

Incorporating Forward-Looking Economic Information into Financial Downside Risk Prediction: A State-Dependent Approach

Posted: 21 Jun 2016
Xi'an Jiaotong University (XJTU) - Jinhe Center for Economic Research, University of Queensland - Business School, Queensland University of Technology and University of Queensland

Abstract:

state-dependent, forward-looking, economic state, risk

4.

Does the Financial Market Fully Price Unfunded Pension Liabilities in Australia: Evidence from Corporate Defined-Benefit Superannuatio

Posted: 30 Nov 2012
Adam Butt, Yin Liao and Di Bu
Australian National University - Research School of Finance, Actuarial Studies & Statistics, Queensland University of Technology and University of Queensland

Abstract: