2
by Xiao, Yingbin
Published 2004
International Monetary Fund
... sector and economy-wide vulnerabilities. We apply the Moody's MfRisk model, which uses aggregated CCA...

3
by Luna, Leonardo
Published 2011
International Monetary Fund
...This paper builds a model of financial sector vulnerability and integrates it into a macroeconomic...

4
by Gapen, Michael
Published 2005
International Monetary Fund
... traditional macroeconomic vulnerability indicators and accounting-based measures do not address risk in a...

5
by N'Diaye, Papa
Published 2010
International Monetary Fund
... economies has. In contrast, activity in advanced economies is more vulnerable to bank distress than...