Laura Valderrama

International Monetary Fund - Monetary and Capital Markets Department

700 19th Street NW

Washington, DC 20431

United States

  • International Monetary Fund - Monetary and Capital Markets Department

SCHOLARLY PAPERS

13

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20

CROSSREF CITATIONS

32

Scholarly Papers (13)

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1.

Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity

Downloads 458 ( 79,348)
Citation 3

Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity

Number of pages: 38 Posted: 21 Jun 2019 Last Revised: 28 Jan 2020
Rama Cont, Artur Kotlicki and Laura Valderrama
University of Oxford, University of Oxford - Mathematical Institute and International Monetary Fund - Monetary and Capital Markets Department
Downloads 402 (91,596)
Citation 2

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stress testing; banking supervision; liquidity; liquidity regulation; banking regulation; solvency

Liquidity at Risk: Joint Stress Testing of Solvency and Liquidity

IMF Working Paper No. 20/82
Number of pages: 40 Posted: 23 Jul 2020
Rama Cont, Artur Kotlicki and Laura Valderrama
University of Oxford, University of Oxford - Mathematical Institute and International Monetary Fund - Monetary and Capital Markets Department
Downloads 56 (461,837)

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2.

Asymmetric Covar: An Application to International Banking

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 35 Posted: 02 Mar 2011
Germán López-Espinosa, Antonio Moreno, Antonio Rubia Serrano and Laura Valderrama
School of Economics - University of Navarra and IESE Business School, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund - Monetary and Capital Markets Department
Downloads 343 (110,619)

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Systemic risk, Global banking, CoVaR

3.

Systemic Risk Monitoring ('SysMo') Toolkit - A User Guide

IMF Working Paper No. 13/168
Number of pages: 81 Posted: 08 Aug 2013
Nicolas Blancher, Srobona Mitra, Hanan Morsy, A. Otani, Tiago Severo and Laura Valderrama
International Monetary Fund (IMF), International Monetary Fund (IMF), The African Development Bank, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund - Monetary and Capital Markets Department
Downloads 292 (131,613)
Citation 1

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Financial sector, Financial risk, Financial institutions, Spillovers, Financial crisis, Cross country analysis, Sytemic Risk, Risk Indicators, Risk Monitoring, Macroprudential Policy, banking, banking sector, banking system, sovereign risk, banking crisis, financial risk, capital adequacy, banking systems, probability of default, bank linkages, banking stability, banking crises, banking crisis probability, banking system exposures, banking network, banking statistics, banking supervision, return on equity, return on assets, tier 1 capital, bank holdings, banking sector assets, central banking, banking sectors, banking supervisors, foreign exchange exposure, bank balance sheet, capital requir

4.

Sovereign Tail Risk

Number of pages: 44 Posted: 22 Jul 2014
Germán López-Espinosa, Antonio Moreno, Antonio Rubia Serrano and Laura Valderrama
School of Economics - University of Navarra and IESE Business School, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund - Monetary and Capital Markets Department
Downloads 204 (187,019)
Citation 1

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Sovereign Debt Crisis, Exposure, Panel Data

5.

Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach

IMF Working Paper No. NO.12/46
Number of pages: 36 Posted: 28 Feb 2012
German Lopez-Espinosa, Antonio Moreno, Antonio Rubia Serrano and Laura Valderrama
affiliation not provided to SSRN, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund - Monetary and Capital Markets Department
Downloads 204 (187,019)
Citation 9

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Systemic Risk, Wholesale Funding, Liquidity Risk, Macroprudential Regulation, Economic Models, Financial Institutions, Financial Risk, International Banks, General Financial Markets

6.

Public Debt Markets in Central America, Panama, and the Dominican Republic

IMF Working Paper No. 07/147
Number of pages: 152 Posted: 23 Aug 2007
Hemant C. Shah, Andreas (Andy) Jobst, Laura Valderrama and Ivan Guerra
International Monetary Fund (IMF), International Monetary Fund (IMF) - European Department, International Monetary Fund - Monetary and Capital Markets Department and International Monetary Fund (IMF)
Downloads 174 (215,411)

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Public debt, Central America, Costa Rica, El Salvador, Honduras, Guatemala, Dominican Republic, Nicaragua, Panama, Capital markets, Debt management, Financial integration, Working Paper

7.

Bank Solvency and Funding Cost: New Data and New Results

Downloads 142 (255,082)

Bank Solvency and Funding Cost: New Data and New Results

Number of pages: 46 Posted: 27 Apr 2016 Last Revised: 17 May 2017
Stefan W. Schmitz, Michael Sigmund and Laura Valderrama
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and International Monetary Fund - Monetary and Capital Markets Department
Downloads 96 (339,843)

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Solvency, funding cost, stress testing

Bank Solvency and Funding Cost: New Data and New Results

IMF Working Paper No. 17/116
Number of pages: 47 Posted: 02 Jun 2017
Stefan W. Schmitz, Michael Sigmund and Laura Valderrama
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and International Monetary Fund - Monetary and Capital Markets Department
Downloads 46 (504,370)

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Solvency, funding cost, stress testing, General

8.

Macroprudential Regulation Under Repo Funding

IMF Working Paper No. 10/220
Number of pages: 38 Posted: 01 Feb 2011
Laura Valderrama
International Monetary Fund - Monetary and Capital Markets Department
Downloads 138 (260,880)
Citation 1

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Bank regulations, Bankruptcy, Capital, Economic models, Financial institutions, Financial risk, International financial system, Liquidity

9.

The Monetary Policy Regime and Banking Spreads in Barbados

IMF Working Paper No. 06/211
Number of pages: 26 Posted: 31 Oct 2006
Wendell Samuel and Laura Valderrama
International Monetary Fund (IMF) - Western Hemisphere Department and International Monetary Fund - Monetary and Capital Markets Department
Downloads 104 (320,160)

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Interest rate spreads, Monetary policy regime

10.

Systemic Risk and Asymmetric Responses in the Financial Industry

IMF Working Paper No. 12/152
Number of pages: 39 Posted: 09 Aug 2012
German Lopez-Espinosa, Antonio Moreno, Antonio Rubia Serrano and Laura Valderrama
affiliation not provided to SSRN, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund - Monetary and Capital Markets Department
Downloads 83 (369,108)
Citation 2

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Value At Risk, Systemic Risk, Tail-risk Dependence, Downside Risk, Banking Systems, Commercial Banks, Economic Models, Financial Risk, Risk Management, Econometric Methods: - Multiple/simultaneous Equation Models, General Financial Markets, Financial Institutions And Services

11.

Political Risk Aversion

IMF Working Paper No. 09/194
Number of pages: 27 Posted: 13 Oct 2009
Laura Valderrama
International Monetary Fund - Monetary and Capital Markets Department
Downloads 76 (388,514)

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Corporate governance, Corporate sector, Economic models, Labor mobility, Political economy, Productivity, Technology transfer, Voting power

12.

Corporate Liquidity and Solvency in Europe During COVID-19: The Role of Policies

IMF Working Paper No. 2021/056
Number of pages: 49 Posted: 26 May 2021
Christian Ebeke, Nemanja Jovanovic, Laura Valderrama and Jing Zhou
Centre d’Etudes et de Recherches sur le Développement International, CERDI-CNRS, International Monetary Fund (IMF), International Monetary Fund - Monetary and Capital Markets Department and International Monetary Fund (IMF)
Downloads 24 (613,051)

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13.

The Interaction between Bank Solvency and Funding Costs: A Crucial Effect in Stress Tests

Economic Notes, Vol. 48, Issue 2, pp. n/a-n/a, 2019
Number of pages: 31 Posted: 14 May 2020
Stefan W. Schmitz, Michael Sigmund and Laura Valderrama
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and International Monetary Fund - Monetary and Capital Markets Department
Downloads 0 (808,866)
Citation 1
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