Miguel Segoviano Basurto

International Monetary Fund (IMF) - Monetary and Financial Systems Department

Washington, DC

United States

  • International Monetary Fund (IMF) - Monetary and Financial Systems Department

SCHOLARLY PAPERS

14

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19

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27

Scholarly Papers (14)

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1.

Banking Stability Measures

IMF Working Paper No. 09/4
Number of pages: 56 Posted: 11 Mar 2009
Miguel Segoviano Basurto and Charles Goodhart
International Monetary Fund (IMF) - Monetary and Financial Systems Department and London School of Economics & Political Science (LSE) - Financial Markets Group
Downloads 1,565 (23,378)
Citation 5

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Financial stability, Financial risk, Banking systems, Data analysis, Economic models

2.

Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?

Downloads 1,011 (26,072)
Citation 15

Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?

IMF Working Paper No. 10/120
Number of pages: 30 Posted: 26 May 2010
Carlos Caceres, Vincenzo Guzzo and Miguel Segoviano Basurto
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Monetary and Financial Systems Department
Downloads 1,011 (43,479)

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Bonds, Cross country analysis, Economic models, Financial crisis, Fiscal policy, Global Financial Crisis 2008-2009, Risk premium, Sovereign debt, Spillovers

3.

Stress Testing of Banks: An Introduction

Bank of England Quarterly Bulletin 2016 Q3
Number of pages: 14 Posted: 08 Nov 2016
Kieran Dent, Ben Westwood and Miguel Segoviano Basurto
Bank of England, Bank of England and International Monetary Fund (IMF) - Monetary and Financial Systems Department
Downloads 1,318 (30,241)
Citation 4

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4.

Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing Under Data-Restricted Environments

IMF Working Paper No. 06/283
Number of pages: 52 Posted: 12 Jan 2007
Miguel Segoviano Basurto and Pablo Padilla
International Monetary Fund (IMF) - Monetary and Financial Systems Department and Universidad Nacional Autónoma de México (UNAM)
Downloads 867 (54,645)

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Credit risk, Economic conditions, Statistics, Economic models

5.

Counterparty Risk in the Over-the-Counter Derivatives Market

IMF Working Paper No. 08/258
Number of pages: 21 Posted: 18 Dec 2008
Miguel Segoviano Basurto and Manmohan Singh
International Monetary Fund (IMF) - Monetary and Financial Systems Department and International Monetary Fund (IMF)
Downloads 856 (55,687)

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6.

Default, Credit Growth, and Asset Prices

IMF Working Paper No. 06/223
Number of pages: 44 Posted: 31 Oct 2006
Miguel Segoviano Basurto, Boris Hofmann and Charles Goodhart
International Monetary Fund (IMF) - Monetary and Financial Systems Department, Bank for International Settlements (BIS) - Monetary and Economic Department and London School of Economics & Political Science (LSE) - Financial Markets Group
Downloads 516 (106,461)

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Probability of default, credit risk, systemic risk, macroeconomic shocks, stress testing, financial surveillance

7.

Securitization: Lessons Learned and the Road Ahead

IMF Working Paper No. 13/255
Number of pages: 75 Posted: 20 Jan 2014
Miguel Segoviano Basurto, Bradley Jones, Peter Lindner and Johannes Blankenheim
International Monetary Fund (IMF) - Monetary and Financial Systems Department, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 442 (128,034)

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Financial crisis, Capital markets, Monetary policy, Financial instruments, Asset management, Global Financial Crisis 2008-2009, Finance, Intermediation, Bank, Mortgages, and Foreclosures, Institutional Investors, Investment Banking, Rating, Rating Agencies, Regulation., securitization, credit rating, credit rating agencies, capital requirement, corporate bonds, hedge funds, private equity, securities commissions, equity investments, capital standards, capital gains, net capital, corporate loans, tradable securities, mortgage securities, futures trading, capital adequacy, private equity funds, securities loan, capital inflows, capital adequacy ratio, capital structure, private capital inflows

8.

Internal Ratings, the Business Cycle and Capital Requirements: Some Evidence from an Emerging Market Economy

BIS Working Paper No. 117
Number of pages: 27 Posted: 13 Dec 2005
Miguel Segoviano Basurto and Philip William Lowe
International Monetary Fund (IMF) - Monetary and Financial Systems Department and Reserve Bank of Australia
Downloads 326 (179,920)
Citation 8

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9.

Optimal Bank Recovery

IMF Working Paper No. 15/217
Number of pages: 42 Posted: 05 Jan 2016
Charles Goodhart and Miguel Segoviano Basurto
London School of Economics & Political Science (LSE) - Financial Markets Group and International Monetary Fund (IMF) - Monetary and Financial Systems Department
Downloads 144 (387,549)

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Bank Recovery, Metrics for Triggers, Loss Absorption, Probability of Distress, Loan Default, banks, bank, risk, value, systemic risk, Government Policy and Regulation, All Countries,

10.

A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (Syrin)

IMF Working Paper No. 18/14
Number of pages: 54 Posted: 20 Feb 2018 Last Revised: 18 Nov 2021
Fabio Cortes, Peter H. Lindert, Sheheryar Malik and Miguel Segoviano Basurto
Bank of England - Foreign Exchange Division, University of California, Davis - Department of Economics, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Monetary and Financial Systems Department
Downloads 124 (438,101)

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Financial stability; systemic risk; shadow banks; mutual funds; spillovers, Financial stability, systemic risk, shadow banks, mutual funds, spillovers, Mathematical Methods, Other, Model Evaluation and Testing, Financial Markets and the Macroeconomy

11.

Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks

IMF Working Paper No. 18/197
Number of pages: 80 Posted: 16 Oct 2018
Ronald W. Anderson, Jon Danielsson, Chikako Baba, Udaibir Das, Miguel Segoviano Basurto and Heedon Kang
London School of Economics & Political Science - Department of Finance, London School of Economics - Systemic Risk Centre, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) - Monetary and Financial Systems Department and International Monetary Fund (IMF)
Downloads 117 (454,856)
Citation 2

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Financial crises, Systemic risk, Macroprudential Policy, Financial stability, Stress testing, Macroprudential Stress testing, Asset Pricing, Financial Markets and the Macroeconomy, Bayesian Analysis, Semiparametric and Nonparametric Methods, Cross-Sectional Models, Model Evaluation and Testing, Financial Econometrics

12.

Financial Conditions in Europe: Dynamics, Drivers, and Macroeconomic Implications

IMF Working Paper No. 2023/209
Number of pages: 58 Posted: 05 Oct 2023
Giovanni Borraccia, Raphael A. Espinoza, Vincenzo Guzzo, Fuda Jiang, Romain Lafarguette, Huong (Vina) Nguyen, Miguel Segoviano Basurto and Philippe Wingender
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF), International Monetary Fund (IMF) - Monetary and Financial Systems Department and International Monetary Fund (IMF) - Fiscal Affairs Department
Downloads 75 (607,240)

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Financial condition index, partial least square, funding constraints, credit availability and costs, price of risk, policy stance, inverse probability weighting, financial conditions in Europe, FCI regime, IMF working paper 2023/209, FCI indicator, measure of financial conditions, Inflation, Asset prices, Monetary tightening, Credit, Financial cycles, Europe, Global

13.

Latent Fragility: Conditioning Banks' Joint Probability of Default on the Financial Cycle

ECB Working Paper No. 2022/2698
Number of pages: 31 Posted: 06 Aug 2022
Paul Bochmann, Paul Hiebert, Yves S. Schüler and Miguel Segoviano Basurto
European Central Bank (ECB), European Central Bank (ECB), Deutsche Bundesbank and International Monetary Fund (IMF) - Monetary and Financial Systems Department
Downloads 56 (703,392)

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financial crises, financial cycle, multivariate density optimization, portfolio credit risk, systemic risk

14.

Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses

IMF Working Paper No. 18/49
Number of pages: 46 Posted: 15 Nov 2018
Zineddine Alla, Raphael A. Espinoza, Qiaoluan Li and Miguel Segoviano Basurto
Institut d'Etudes Politiques de Paris (Sciences Po), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Monetary and Financial Systems Department
Downloads 55 (709,158)

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Systemic risk, Macroprudential policies and financial stability, Financial crises, Stress testing, Stress testing; systemic risk; financial stability, financial stability, Government Policy and Regulation, Financial Markets and the Macroeconomy