Details about Andreas Alexander Jobst

Access statistics for papers by Andreas Alexander Jobst.

Last updated 2025-02-07. Update your information in the RePEc Author Service.

Short-id: pjo109

Working Papers

2021

1. COVID-19: How Will European Banks Fare?
   IMF Departmental Papers / Policy Papers, International Monetary Fund View citations (7)

2020

2. Infrastructure in Central, Eastern, and Southeastern Europe: Benchmarking, Macroeconomic Impact, and Policy Issues
   IMF Departmental Papers / Policy Papers, International Monetary Fund View citations (2)
3. Sectoral Policies for Climate Change Mitigation in the EU
   IMF Departmental Papers / Policy Papers, International Monetary Fund View citations (3)
4. The Nature of Islamic Banking and Solvency Stress Testing - Conceptual Considerations
   IMF Working Papers, International Monetary Fund View citations (2)

2019

5. Market-implied systemic risk and shadow capital adequacy
   Bank of England working papers, Bank of England View citations (2)
6. Sovereign Risk in Macroprudential Solvency Stress Testing
   IMF Working Papers, International Monetary Fund View citations (1)

2018

7. Credit Risk Dynamics of Infrastructure Investment
   World Bank Publications - Reports, The World Bank Group View citations (1)
8. Credit risk dynamics of infrastructure investment: considerations for financial regulators
   Policy Research Working Paper Series, The World Bank View citations (1)

2017

9. Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems
   IMF Working Papers, International Monetary Fund View citations (7)

2016

10. Negative Interest Rate Policy (NIRP): Implications for Monetary Transmission and Bank Profitability in the Euro Area
    IMF Working Papers, International Monetary Fund View citations (88)
11. Profitability and Balance Sheet Repair of Italian Banks
    IMF Working Papers, International Monetary Fund View citations (5)

2015

12. A Strategy for Resolving Europe's Problem Loans
    IMF Staff Discussion Notes, International Monetary Fund View citations (28)
13. Revitalizing Securitization for Small and Medium-Sized Enterprises in Europe
    IMF Staff Discussion Notes, International Monetary Fund View citations (14)

2014

14. Macroprudential Solvency Stress Testing of the Insurance Sector
    IMF Working Papers, International Monetary Fund View citations (7)

2013

15. A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs
    IMF Working Papers, International Monetary Fund View citations (21)
16. Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk
    IMF Working Papers, International Monetary Fund View citations (64)

2012

17. Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach
    IMF Working Papers, International Monetary Fund View citations (9)
    See also Journal Article Measuring systemic risk-adjusted liquidity (SRL)—A model approach, Journal of Banking & Finance, Elsevier (2014) View citations (14) (2014)
18. Operative Principles of Islamic Derivatives: Towards a Coherent Theory
    IMF Working Papers, International Monetary Fund View citations (23)

2011

19. Asean Bond Market Development: Where Does it Stand? Where is it Going?
    IMF Working Papers, International Monetary Fund View citations (10)
    See also Journal Article ASEAN-5 bond market development: Where does it stand? Where is it going?, Asian-Pacific Economic Literature, The Crawford School, The Australian National University (2014) View citations (4) (2014)
20. Developing Asean5 Bond Markets: What Still Needs to Be Done?
    IMF Working Papers, International Monetary Fund View citations (4)

2010

21. Market Response to Policy Initiatives during the Global Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (42)
    See also Journal Article Market response to policy initiatives during the global financial crisis, Journal of International Economics, Elsevier (2012) View citations (132) (2012)

2009

22. An Investigation of Some Macro-Financial Linkages of Securitization
    IMF Working Papers, International Monetary Fund View citations (11)

2008

23. Islamic Bond Issuance: What Sovereign Debt Managers Need to Know
    IMF Policy Discussion Papers, International Monetary Fund View citations (30)
    See also Journal Article Islamic bond issuance: what sovereign debt managers need to know, International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited (2008) View citations (3) (2008)

2007

24. Consistent Quantitative Operational Risk Measurement and Regulation: Challenges of Model Specification, Data Collection and Loss Reporting
    IMF Working Papers, International Monetary Fund View citations (3)
25. Operational Risk: The Sting is Still in the Tail But the Poison Dependson the Dose
    IMF Working Papers, International Monetary Fund View citations (27)
    See also Journal Article Operational risk: the sting is still in the tail but the poison depends on the dose, Journal of Operational Risk, Journal of Operational Risk
26. Public Debt Markets in Central America, Panama, and the Dominican Republic
    IMF Working Papers, International Monetary Fund View citations (3)
27. The Economics of Islamic Finance and Securitization
    IMF Working Papers, International Monetary Fund View citations (53)

2006

28. Asian Equity Markets: Growth, Opportunities, and Challenges
    IMF Working Papers, International Monetary Fund View citations (11)
    See also Journal Article Asian equity markets: growth, opportunities, and challenges, Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals (2008) View citations (10) (2008)

2005

29. The Basle scuritisation framework explained: The regulatory treatment of asset securitisation
    CFS Working Paper Series, Center for Financial Studies (CFS) View citations (2)

2003

30. European Securitisation: A GARCH Model of CDO, MBS and Pfandbrief Spreads
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main
31. Verbriefung und ihre Auswirkung auf die Finanzmarktstabilität
    Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main

2002

32. Collateralised loan obligations (CLOs): A primer
    CFS Working Paper Series, Center for Financial Studies (CFS) View citations (4)
    Also in Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main (2002)
33. Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation
    FMG Discussion Papers, Financial Markets Group
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002)
34. The Pricing puzzle: The default term structure of collateralised loan obligations
    CFS Working Paper Series, Center for Financial Studies (CFS) View citations (2)

Journal Articles

2019

1. Greater transparency and better policy for climate finance
   Financial Stability Review, 2019, (23), 85-99

2014

2. ASEAN-5 bond market development: Where does it stand? Where is it going?
   Asian-Pacific Economic Literature, 2014, 28, (1), 60-75 View citations (4)
   See also Working Paper Asean Bond Market Development: Where Does it Stand? Where is it Going?, IMF Working Papers (2011) View citations (10) (2011)
3. Developing ASEAN-5 bond markets: what needs to be done?
   Asian-Pacific Economic Literature, 2014, 28, (1), 76-95 View citations (1)
4. Measuring systemic risk-adjusted liquidity (SRL)—A model approach
   Journal of Banking & Finance, 2014, 45, (C), 270-287 View citations (14)
   See also Working Paper Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach, IMF Working Papers (2012) View citations (9) (2012)
5. Systemic Risk in the Insurance Sector: A Review of Current Assessment Approaches
   The Geneva Papers on Risk and Insurance - Issues and Practice, 2014, 39, (3), 440-470 View citations (10)

2013

6. Multivariate dependence of implied volatilities from equity options as measure of systemic risk
   International Review of Financial Analysis, 2013, 28, (C), 112-129 View citations (13)

2012

7. Market response to policy initiatives during the global financial crisis
   Journal of International Economics, 2012, 87, (1), 162-177 View citations (132)
   See also Working Paper Market Response to Policy Initiatives during the Global Financial Crisis, NBER Working Papers (2010) View citations (42) (2010)

2011

8. Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets
   Journal of Banking & Finance, 2011, 35, (10), 2584-2597 View citations (51)

2009

9. Islamic derivatives
   International Journal of Monetary Economics and Finance, 2009, 2, (3/4), 254-260 View citations (1)
10. Islamic securitisation: An ethical remedy to incentive problems?
    International Journal of Monetary Economics and Finance, 2009, 2, (3/4), 348-365 View citations (3)

2008

11. Asian equity markets: growth, opportunities, and challenges
    Macroeconomics and Finance in Emerging Market Economies, 2008, 1, (2), 227-248 View citations (10)
    See also Working Paper Asian Equity Markets: Growth, Opportunities, and Challenges, IMF Working Papers (2006) View citations (11) (2006)
12. Islamic bond issuance: what sovereign debt managers need to know
    International Journal of Islamic and Middle Eastern Finance and Management, 2008, 1, (4), 330-344 View citations (3)
    See also Working Paper Islamic Bond Issuance: What Sovereign Debt Managers Need to Know, IMF Policy Discussion Papers (2008) View citations (30) (2008)
13. The development of equity derivative markets
    International Journal of Emerging Markets, 2008, 3, (2), 163-180
14. Trends and Challenges in Islamic Finance
    World Economics, 2008, 9, (2), 175-193 View citations (26)

2007

15. It's all in the data – consistent operational risk measurement and regulation
    Journal of Financial Regulation and Compliance, 2007, 15, (4), 423-449 View citations (7)

2005

16. The regulatory treatment of asset securitisation: The Basel Securitisation Framework explained
    Journal of Financial Regulation and Compliance, 2005, 13, (1), 15-42

Undated

17. Operational risk: the sting is still in the tail but the poison depends on the dose
    Journal of Operational Risk
    See also Working Paper Operational Risk: The Sting is Still in the Tail But the Poison Dependson the Dose, IMF Working Papers (2007) View citations (27) (2007)
18. The credit crisis and operational risk - implications for practitioners and regulators
    Journal of Operational Risk

Chapters

2014

1. The Islamic debate on derivatives
   Chapter 16 in Handbook on Islam and Economic Life, 2014, pp iii-iii