User profiles for A. A. Jobst

Andreas (Andy) Jobst

International Monetary Fund (IMF)
Verified email at jobst.info
Cited by 4454

The economics of Islamic finance and securitization

AA Jobst - Journal of Structured Finance, 2007 - papers.ssrn.com
… based refinancing mechanism to diversify external sources of asset funding in lieu of
intermediated debt finance based primarily on the risk assessment of securitized assets (Jobst, …

Sovereign securitization in emerging markets

AA Jobst - Journal of Structured Finance, 2006 - papers.ssrn.com
… assets into tradable liability and equity obligations as contingent claims backed by
identifiable cash flows from the credit and payment performance of these asset exposures (Jobst, …

Measuring China’ s Economic Performance

AA Jobst, HX Wu - World Economics, 2008 - ideas.repec.org
China is the world’s fastest growing economy and is also the second largest. However,
the official estimates of the Chinese National Bureau of Statistics exaggerate GDP growth …

Measuring systemic risk-adjusted liquidity (SRL)—A model approach

AA Jobst - Journal of Banking & Finance, 2014 - Elsevier
Little progress has been made so far in addressing—in a comprehensive way—the negative
externalities caused by excessive maturity transformation and the implications for effective …

[PDF][PDF] Modelling systemic financial sector and sovereign risk

DF Gray, AA Jobst - sveriges riksbank economic review, 2011 - archive.riksbank.se
This article introduces a new framework for macroprudential analysis using a risk-adjusted
balance sheet approach that supports policy efforts aimed mitigating systemic risk from …

Derivatives in Islamic finance

AA Jobst - Islamic Economic Studies, 2007 - papers.ssrn.com
… characterized as Islamic religious law, which is binding upon Muslims as a matter of
religious mandate and also may be incorporated into the secular law of a given jurisdiction (Jobst, …

[HTML][HTML] Systemic risk in the insurance sector: A review of current assessment approaches

AA Jobst - The Geneva Papers on Risk and Insurance-Issues and …, 2014 - Springer
The following article reviews the recent regulatory efforts in defining systemic risk in the
insurance sector and the designation of systemically important insurers. Although current …

ASEAN‐5 bond market development: Where does it stand? Where is it going?

J Felman, S Gray, M Goswami, AA Jobst… - Asian‐Pacific …, 2014 - Wiley Online Library
Since the late 1990s' A sian crisis, ASEAN ‐5 countries have expended considerable effort
in developing their bond markets. However, the size of these markets relative to GDP has …

It's all in the data–consistent operational risk measurement and regulation

AA Jobst - Journal of Financial Regulation and compliance, 2007 - emerald.com
Purpose – Amid increased size and complexity of the banking industry, operational risk has
a greater potential to occur in more harmful ways than many other sources of risk. This paper …

Islamic securitization after the subprime crisis

AA Jobst - The Journal of Structured Finance, 2009 - pm-research.com
Research about venture capital receives increasing attention in the entrepreneurship
literature. It is of no doubt that ventures backed by investors are more successful than others. …