Miguel Segoviano

Denmark Mission Chief
Nordic Unit
European Department
International Monetary Fund
 

http://www.voxeu.org/person/miguel-segoviano
 

Publications

Opinion Pieces
Feb 2018
Ron Anderson, Chikako Baba, Jon Danielsson, Heedon Kang, Udaibir S. Das and Miguel Segoviano
Current stress testing of banks is focused on the resiliency of individual banks to exogenous shocks. This column describes how the next generation of macroprudential stress tests aim to capture the endogenous nature of systemic risk caused by the...
Reports
Feb 2018
Ron Anderson, Chikako Baba, Jon Danielsson, Udaibir S. Das, Heedon Kang and Miguel Segoviano
Non-supervisory bank stress testing is becoming firmly embedded in the post-crisis macroprudential frameworks of major financial sectors around the world. The Monetary and Capital Markets Department (MCM) of the International Monetary Fund (IMF) and...
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...