Pavel Lukyantsau

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

3

DOWNLOADS

205

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

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

IMF Working Paper No. 20/111
Number of pages: 48 Posted: 12 Aug 2020
International Monetary Fund (IMF), European Central Bank (ECB)International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 94 (341,748)

Abstract:

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Financial crises, Financial institutions, Financial instruments, Macroprudential policies and financial stability, Financial systems, Credit risk, IFRS 9, CECL, lifetime probability of default, LGD modeling., WP, LGD, transition matrix, ECL, z-score, PDs

2.

Investment in the Euro Area: Why Has it Been Weak?

IMF Working Paper No. 15/32
Number of pages: 31 Posted: 24 Mar 2015
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 93 (344,125)

Abstract:

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Investment, Euro Area, Cost of capital, Credit, Corporate debt, Econometric models, Cross country analysis, credit rationing, lending, value, fixed capital, investments, financial crises, gross fixed capital formation, bond

3.

A Global Projection Model for Euro Area Large Economies

IMF Working Paper No. 15/50
Number of pages: 32 Posted: 14 Apr 2015
Zoltan Jakab, Pavel Lukyantsau and Shengzu Wang
International Monetary Fund, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 18 (655,223)

Abstract:

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Economic forecasting, Germany, France, Italy, Spain, Euro Area, Spillovers, General equilibrium models, Global projection model, inflation, interest rate, economies, demand, exchange rate, real exchange rate