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Financial Sector Projections and Stress Testing in Financial Programming : A New Framework

Basu, Ritu - 2006

This paper proposes a framework to check for consistency between the IMF's standard country surveillance tool, namely medium-term projections of the macroeconomic framework (including the real, fiscal, external, and monetary sectors), and the financial sector. Consistency here entails that the...

Persistent link: https://www.econbiz.de/10012780449

Financial Sector Projections and Stress Testing in Financial Programming : A New Framework

Garcia Pascual, Antonio - 2006

This paper proposes a framework to check for consistency between the IMF''s standard country surveillance tool, namely medium-term projections of the macroeconomic framework (including the real, fiscal, external, and monetary sectors), and the financial sector. Consistency here entails that the...

Persistent link: https://www.econbiz.de/10014402512

The volatility of the "green" option-adjusted spread : evidence before and during the pandemic period

Ortolano, Alessandra; Nissi, Eugenia - In: Risks : open access journal 10 (2022) 3, pp. 1-13

The paper is an investigation on the impact of financial markets on the volatility of the green bonds credit risk … detail, we highlight that the gamma in the two Exponential models is positive: so, the "green" credit risk volatility is more … of our knowledge this is the first study that analyzes the specific credit risk component of the green bond yields: we …

Persistent link: https://www.econbiz.de/10013093081