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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

10

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CITATIONS
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48

Scholarly Papers (10)

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1.

Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?

Downloads 909 ( 12,811)
Citation 13

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 909 (22,008)
Citation 13

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

2.

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 724 (30,931)
Citation 1

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Credit risk, Economic conditions, Statistics, Economic models

3.

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 612 (38,781)

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4.

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 593 (40,362)
Citation 6

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

5.

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 411 (63,962)
Citation 17

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

6.

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 264 (105,495)
Citation 11

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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 241 (115,927)

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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.

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 166 (165,350)

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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 90 (261,249)

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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: 21 Mar 2018
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 30 (431,232)

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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