Liliana Schumacher

• Assessing Financial System Vulnerabilities
• Bank Solvency and Funding Cost
• Central Bank Vulnerability and the Credibility of Commitments
• Central Bank Vulnerability and the Credibility of Commitments - a Value-At-Risk Approach to Currency Crises
• Central Banks Use of Derivatives and Other Contingent Liabilities
• Central Banks Use of Derivatives and Other Contingent Liabilities - Analytical Issues and Policy Implications
• 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
• Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information
• Rating Through-the-Cycle