Laura Valderrama
Laura Valderrama
Verified email at imf.org
Title
Cited by
Cited by
Year
Short-term wholesale funding and systemic risk: A global CoVaR approach
G López-Espinosa, A Moreno, A Rubia, L Valderrama
Journal of Banking & Finance 36 (12), 3150-3162, 2012
2762012
Systemic Risk Monitoring ('SysMo') Toolkit-A User Guide
N Blancher, S Mitra, H Morsy, A Otani, T Severo, L Valderrama
782013
Good for one, bad for all: Determinants of individual versus systemic risk
G López-Espinosa, A Rubia, L Valderrama, M Antón
Journal of Financial Stability 9 (3), 287-299, 2013
682013
Systemic risk and asymmetric responses in the financial industry
G Lopez-Espinosa, A Moreno, A Rubia, L Valderrama
Journal of Banking & Finance 58, 471-485, 2015
502015
Systemic risk and asymmetric responses in the financial industryOriginal
GL Espinosa, A Moreno, AR Serrano, L Valderrama
Journal of banking and finance 58 (9), 471-485, 2015
50*2015
Bank solvency and funding cost: New data and new results
MSW Schmitz, M Sigmund, ML Valderrama
International Monetary Fund, 2017
322017
Macroprudential Regulation Under Repo Funding
L Valderrama
15*2010
Public Debt Markets in Central America, Panama, and the Dominican Republic
H Shah, A Jobst, L Valderrama, I Guerra
112007
Sovereign tail risk
G López-Espinosa, A Moreno, A Rubia, L Valderrama
Journal of International Money and Finance 79, 174-188, 2017
102017
Macroprudential regulation under repo funding
L Valderrama
Journal of Financial Intermediation 24 (2), 178-199, 2015
82015
Asymmetric Covar: An Application to International Banking
G López-Espinosa, A Moreno, A Serrano, L Valderrama
82011
Asymmetric CoVaR: An Application to International Banking
G López, A Moreno, A Rubia, L Valderrama
Systemic Risk, Basel III, Financial Stability and Regulation, 2011
82011
Countercyclical regulation under collateralized lending
L Valderrama
IMF Working Paper, 2010
6*2010
Institutional Inertia
L Valderrama-Ferrando
Washington, DC: International Monetary Fund Institute Working Paper, 2006
42006
Privatization under regulatory lobbying
L Valderrama
NCID Working Papers, 2010
12010
The monetary policy regime and banking spreads in Barbados
ML Valderrama, MWA Samuel
International Monetary Fund, 2006
12006
Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach
A Moreno, A Rubia, L Valderrama
Faculty Working Papers, 2012
2012
Public Debt Markets in Central America, Panama, and the Dominican Republic
A Jobst, ML Valderrama, I Guerra, H Shah
International Monetary Fund, 2007
2007
Privatization in a Lobbying Game
LM Valderrama
2004
Institutional Inertia and Technology Choice
LM Valderrama
2003
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Articles 1–20