Miguel Segoviano

Financial Stability Division
Monetary and Capital Markets Department
International Monetary Fund



Discussion Papers
Oct 2017
DP 74
Miguel Segoviano and Raphael André Espinoza
This paper presents a methodology to infer multivariate densities that characterize the asset values for a system of financial institutions, and applies it to quantify systemic risk. These densities, which are inferred from partial information but...