ML prediction results relative to traditional econometric approaches, explores non-linear relationships among predictors … models consistently outperform traditional methods in out-of-sample prediction of new IMF-supported arrangements with key …

Machine learning models are becoming increasingly important in the prediction of economic crises. The models, however … models as dimensionality reduction tools in large-scale crisis prediction models. The appropriateness of this approach is … assessed by their application to large-scale crisis prediction models developed at the IMF. The results are consistent with …

surveillance work. Recently, more emphasis has also been placed on the role of insurance for financial stability analysis. This … paper reviews the current state of system-wide solvency stress tests for insurance based on a comparative review of national …

This paper discusses the key sources of vulnerabilities for pension plans and insurance companies in light of the …

uses analytical techniques—similar to those applied in the insurance industry - to estimate banks’ credit portfolio …