Liliana B. Schumacher

International Monetary Fund (IMF) - Asia and Pacific Department

Senior Economist

700 19th Street NW

Washington, DC 20431

United States

George Washington University - Department of International Business

Assistant Professor

2023 G Street NW

Washington, DC 20052

United States

SCHOLARLY PAPERS

17

DOWNLOADS

3,084

CITATIONS

8

Scholarly Papers (17)

1.

Are Rating Agencies Powerful? An Investigation into the Impact and Accuracy of Sovereign Ratings

IMF Working Paper No. NO.12/23
Number of pages: 35 Posted: 02 Feb 2012
John Kiff, Sylwia Barbara Nowak and Liliana B. Schumacher
International Monetary Fund, affiliation not provided to SSRN and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 586 (44,707)
Citation 3

Abstract:

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Sovereign Ratings, Credit Rating Agencies, Credit Default Swap, Credit Risk, Risk Management, Sovereign Debt

2.

The Determinants of Commercial Bank Profitability in Sub-Saharan Africa

IMF Working Paper No. 09/15
Number of pages: 32 Posted: 11 Mar 2009
Valentina Flamini, Calvin A. McDonald and Liliana B. Schumacher
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 534 (50,282)
Citation 3

Abstract:

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Commercial banks, Africa, Profits, Profit margins, Economic policy, Financial stability, Economic models, Time series, Cross country analysis

3.

Central Bank Use of Derivatives and Other Contingent Liabilities

IMF Working Paper No. WP/00/66
Number of pages: 18 Posted: 09 Nov 2003
Mario I. Blejer and Liliana B. Schumacher
Central Bank of Argentina and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 330 (89,729)
Citation 1

Abstract:

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Central banks, contingent liabilities, derivative markets

4.

Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa

IMF Working Paper No. 00/212
Number of pages: 50 Posted: 14 Feb 2006
Theodore Barnhill, Panagiotis Papapanagiotou and Liliana B. Schumacher
George Washington University - Department of Finance, George Washington University and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 260 (115,903)
Citation 5

Abstract:

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VaR, market risk, credit risk

5.

Macrofinancial Stress Testing - Principles and Practices

International Monetary Fund Policy Paper, August 2012
Number of pages: 66 Posted: 05 Oct 2012
Hiroko Oura and Liliana B. Schumacher
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 235 (128,536)

Abstract:

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Stress Testing, Risk Management, Financial Institutions, Liquidity, Bank Supervision

6.

Financial Deepening in Sub-Saharan Africa: Empirical Evidence on the Role of Creditor Rights Protection and Information Sharing

IMF Working Paper No. 07/203
Number of pages: 27 Posted: 28 Nov 2007
Calvin A. McDonald and Liliana B. Schumacher
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 221 (136,434)

Abstract:

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Working Paper, Financial systems, Sub-Saharan Africa, Capital markets, Credit policy

7.

Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information

IMF Working Paper No. 11/263
Number of pages: 50 Posted: 20 Dec 2011
Theodore Barnhill and Liliana B. Schumacher
George Washington University - Department of Finance and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 186 (160,311)
Citation 1

Abstract:

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Banking systems, Credit risk, Economic models, External shocks, Liquidity, United States

8.

Central Banks Use of Derivatives and Other Contingent Liabilities: Analytical Issues and Policy Implications

IMF Working Paper No. 00/66
Number of pages: 18 Posted: 13 Feb 2006
Mario I. Blejer and Liliana B. Schumacher
Central Bank of Argentina and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 181 (164,290)
Citation 1

Abstract:

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central bank, contingent liabilities

9.

Adopting Full Dollarization in Postconflict Economies: Would the Gains Compensate for the Losses in Liberia?

IMF Working Paper No. 06/82
Number of pages: 25 Posted: 17 May 2006
Jiro Honda and Liliana B. Schumacher
International Monetary Fund (IMF) - African Department and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 161 (181,924)

Abstract:

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Dollarization, postconflict economy

10.

Assessing Financial System Vulnerabilities

IMF Working Paper No. 00/76
Number of pages: 36 Posted: 15 Feb 2006
R. Barry Johnston, Jingqing Chai and Liliana B. Schumacher
International Monetary Fund (IMF), UNICEF and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 161 (181,924)
Citation 4

Abstract:

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asymmetric information incentive structure risk models financial system vulnerabilities

Rating Through-the-Cycle: What Does the Concept Imply for Rating Stability and Accuracy?

IMF Working Paper No. 13/64
Number of pages: 30 Posted: 26 Mar 2013
John Kiff, Michael Kisser and Liliana B. Schumacher
International Monetary Fund, Norwegian School of Economics (NHH) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 44 (412,073)

Abstract:

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Credit ratings, Credit rating agencies, Credit rating migration

12.

Bank Solvency and Funding Cost

IMF Working Paper No. 16/64
Number of pages: 31 Posted: 26 Apr 2016
Christoph Aymanns, Carlos Caceres, Christina Daniel and Liliana B. Schumacher
London School of Economics & Political Science (LSE) - London School of Economics, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 76 (310,647)
Citation 5

Abstract:

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Solvency, funding cost, bank fundamentals, bank, banks, interest, capital, risk, General, All Countries,

13.

Market Volatility as a Financial Soundness Indicator: An Application to Israel

IMF Working Paper No. 03/47
Number of pages: 39 Posted: 29 Jan 2006
Armando Morales Bueno and Liliana B. Schumacher
International Monetary Fund (IMF) - Monetary and Exchange Affairs Department and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 71 (322,760)

Abstract:

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Volatility, Risk, Indicator, Portfolio

14.

"Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa"

IMF Working Paper No. 00/212
Number of pages: 50 Posted: 11 Aug 2009
Theodore Barnhill, Panagiotis Papapanagiotou and Liliana B. Schumacher
George Washington University - Department of Finance, George Washington University and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 38 (427,154)

Abstract:

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Banking, Capital markets, South Africa, Credit risk, Economic models

15.

Bank Runs and Currency Run in a System Without a Safety Net: Argentina and the 'Tequila' Shock

Journal of Monetary Economics, Vol. 46, Issue 1, August 2000
Posted: 16 Jan 2001
Liliana B. Schumacher
International Monetary Fund (IMF) - Asia and Pacific Department

Abstract:

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currency run, bank runs

16.

Information and Currency Run in a System Without a Safety Net: Argentina and the 'Tequila' Shock

Posted: 03 Aug 1998
Liliana B. Schumacher
International Monetary Fund (IMF) - Asia and Pacific Department

Abstract:

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17.

Central Bank Vulnerability and the Credibility of Commitments: A Value-at-Risk Approach to Currency Crises

IMF Working Paper No. 98/65
Posted: 28 Apr 1998
Mario I. Blejer and Liliana B. Schumacher
Central Bank of Argentina and International Monetary Fund (IMF) - Asia and Pacific Department

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