Liliana Schumacher

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

Central Banks Use of Derivatives and Other Contingent Liabilities

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

Central Bank Vulnerability and the Credibility of Commitments - a Value-At-Risk Approach to Currency Crises

Central Bank Vulnerability and the Credibility of Commitments

Bank Solvency and Funding Cost

Rating Through-the-Cycle

Determinants of Commercial Bank Profitability in Sub-Saharan Africa

Financial Deepening in Sub-Saharan Africa

Market Volatility as a Financial Soundness Indicator

Measuring Integrated Market and Credit Risks in Bank Portfolios

Assessing Financial System Vulnerabilities