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Andreas A. Jobst

Personal Details

First Name:Andreas
Middle Name:A.
Last Name:Jobst
Suffix:
RePEc Short-ID:pjo109
https://www.linkedin.com/in/andyjobst/
Central Bank of the UAE Chief - Monetary Policy P.O. Box 854 Abu Dhabi, UAE
+971-542429374
Twitter: @andyjobst

Affiliation

Central Bank of the United Arab Emirates

Abu-Dhabi, United Arab Emirates
http://www.centralbank.ae/
RePEc:edi:cbgovae (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Mr. Shekhar Aiyar & Mai Dao & Andreas Jobst & Ms. Aiko Mineshima & Ms. Srobona Mitra & Mahmood Pradhan, 2021. "COVID-19: How Will European Banks Fare?," IMF Departmental Papers / Policy Papers 2021/008, International Monetary Fund.
  2. Andreas Jobst & Mr. Juan Sole, 2020. "The Nature of Islamic Banking and Solvency Stress Testing - Conceptual Considerations," IMF Working Papers 2020/156, International Monetary Fund.
  3. Mr. Nicolas Arregui & Ms. Ruo Chen & Mr. Christian H Ebeke & Jan-Martin Frie & Mr. Daniel Garcia-Macia & Ms. Dora M Iakova & Andreas Jobst & Louise Rabier & Mr. James Roaf & Ms. Anna Shabunina & Mr. S, 2020. "Sectoral Policies for Climate Change Mitigation in the EU," IMF Departmental Papers / Policy Papers 2020/014, International Monetary Fund.
  4. Mr. Anil Ari & David Bartolini & Vizhdan Boranova & Gabriel Di Bella & Mr. Kamil Dybczak & Ms. Keiko Honjo & Raju Huidrom & Andreas Jobst & Nemanja Jovanovic & Ezgi O. Ozturk & Ms. Laura Papi & Mr. Se, 2020. "Infrastructure in Central, Eastern, and Southeastern Europe: Benchmarking, Macroeconomic Impact, and Policy Issues," IMF Departmental Papers / Policy Papers 2020/011, International Monetary Fund.
  5. Andreas Jobst & Ms. Hiroko Oura, 2019. "Sovereign Risk in Macroprudential Solvency Stress Testing," IMF Working Papers 2019/266, International Monetary Fund.
  6. Chatterjee, Somnath & Jobst, Andreas, 2019. "Market-implied systemic risk and shadow capital adequacy," Bank of England working papers 823, Bank of England.
  7. Andreas A. Jobst, 2018. "Credit Risk Dynamics of Infrastructure Investment," World Bank Publications - Reports 29540, The World Bank Group.
  8. Jobst,Andreas Alexander, 2018. "Credit risk dynamics of infrastructure investment : considerations for financial regulators," Policy Research Working Paper Series 8373, The World Bank.
  9. Andreas Jobst & Ms. Li L Ong & Mr. Christian Schmieder, 2017. "Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems," IMF Working Papers 2017/102, International Monetary Fund.
  10. Andreas Jobst & Miss Anke Weber, 2016. "Profitability and Balance Sheet Repair of Italian Banks," IMF Working Papers 2016/175, International Monetary Fund.
  11. Andreas Jobst & Ms. Huidan Huidan Lin, 2016. "Negative Interest Rate Policy (NIRP): Implications for Monetary Transmission and Bank Profitability in the Euro Area," IMF Working Papers 2016/172, International Monetary Fund.
  12. Mr. Shekhar Aiyar & Mr. Ali J Al-Eyd & Ms. Bergljot B Barkbu & Andreas Jobst, 2015. "Revitalizing Securitization for Small and Medium-Sized Enterprises in Europe," IMF Staff Discussion Notes 2015/007, International Monetary Fund.
  13. Mr. Shekhar Aiyar & Mr. Wolfgang Bergthaler & Jose M Garrido & Ms. Anna Ilyina & Andreas Jobst & Mr. Kenneth H Kang & Dmitriy Kovtun & Ms. Yan Liu & Mr. Dermot Monaghan & Ms. Marina Moretti, 2015. "A Strategy for Resolving Europe's Problem Loans," IMF Staff Discussion Notes 2015/019, International Monetary Fund.
  14. Andreas Jobst & Nobuyasu Sugimoto & Timo Broszeit, 2014. "Macroprudential Solvency Stress Testing of the Insurance Sector," IMF Working Papers 2014/133, International Monetary Fund.
  15. Andreas Jobst & Ms. Li L Ong & Mr. Christian Schmieder, 2013. "A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs," IMF Working Papers 2013/068, International Monetary Fund.
  16. Andreas Jobst & Mr. Dale F Gray, 2013. "Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk," IMF Working Papers 2013/054, International Monetary Fund.
  17. Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach," IMF Working Papers 2012/209, International Monetary Fund.
  18. Mr. Juan Sole & Andreas Jobst, 2012. "Operative Principles of Islamic Derivatives: Towards a Coherent Theory," IMF Working Papers 2012/063, International Monetary Fund.
  19. Mahmood Pradhan & Mr. Shanaka J Peiris & Mr. Mangal Goswami & Dulani Seneviratne & Mr. Joshua Felman & Andreas Jobst & Mr. Simon T Gray, 2011. "Asean Bond Market Development: Where Does it Stand? Where is it Going?," IMF Working Papers 2011/137, International Monetary Fund.
  20. Mr. Simon T Gray & Andreas Jobst & Mr. Joshua Felman & Ana Carvajal, 2011. "Developing Asean5 Bond Markets: What Still Needs to Be Done?," IMF Working Papers 2011/135, International Monetary Fund.
  21. Yacine Aït-Sahalia & Jochen Andritzky & Andreas Jobst & Sylwia Nowak & Natalia Tamirisa, 2010. "Market Response to Policy Initiatives during the Global Financial Crisis," NBER Working Papers 15809, National Bureau of Economic Research, Inc.
  22. Xin Long & Mr. Mangal Goswami & Andreas Jobst, 2009. "An Investigation of Some Macro-Financial Linkages of Securitization," IMF Working Papers 2009/026, International Monetary Fund.
  23. Mr. Amadou N Sy & Mr. Peter J Kunzel & Mr. Paul S. Mills & Andreas Jobst, 2008. "Islamic Bond Issuance: What Sovereign Debt Managers Need to Know," IMF Policy Discussion Papers 2008/003, International Monetary Fund.
  24. Andreas Jobst, 2007. "The Economics of Islamic Finance and Securitization," IMF Working Papers 2007/117, International Monetary Fund.
  25. Andreas Jobst, 2007. "Consistent Quantitative Operational Risk Measurement and Regulation: Challenges of Model Specification, Data Collection and Loss Reporting," IMF Working Papers 2007/254, International Monetary Fund.
  26. Andreas Jobst & Ms. Laura Valderrama & Mr. Ivan S Guerra & Mr. Hemant Shah, 2007. "Public Debt Markets in Central America, Panama, and the Dominican Republic," IMF Working Papers 2007/147, International Monetary Fund.
  27. Andreas Jobst, 2007. "Operational Risk: The Sting is Still in the Tail But the Poison Dependson the Dose," IMF Working Papers 2007/239, International Monetary Fund.
  28. Mr. Charles Frederick Kramer & Miss Catriona Purfield & Ms. Hiroko Oura & Andreas Jobst, 2006. "Asian Equity Markets: Growth, Opportunities, and Challenges," IMF Working Papers 2006/266, International Monetary Fund.
  29. Jobst, Andreas A., 2005. "The Basle scuritisation framework explained: The regulatory treatment of asset securitisation," CFS Working Paper Series 2004/21, Center for Financial Studies (CFS).
  30. Jobst, Andreas A., 2005. "The Basle scuritisation framework explained: The regulatory treatment of asset securitisation," CFS Working Paper Series 2004/21, Center for Financial Studies (CFS).
  31. Andreas A. Jobst, 2003. "Verbriefung und ihre Auswirkung auf die Finanzmarktstabilität," Working Paper Series: Finance and Accounting 119, Department of Finance, Goethe University Frankfurt am Main.
  32. Andreas A. Jobst, 2003. "European Securitisation: A GARCH Model of CDO, MBS and Pfandbrief Spreads," Working Paper Series: Finance and Accounting 121, Department of Finance, Goethe University Frankfurt am Main.
  33. Jobst, Andreas A., 2002. "The Pricing puzzle: The default term structure of collateralised loan obligations," CFS Working Paper Series 2002/14, Center for Financial Studies (CFS).
  34. Jobst, Andreas A., 2002. "Loan securitisation: default term structure and asset pricing based on loss prioritisation," LSE Research Online Documents on Economics 24941, London School of Economics and Political Science, LSE Library.
  35. Andreas A. Jobst, 2002. "Collateralized Loan Obligations (CLOs) – A Primer," Working Paper Series: Finance and Accounting 96, Department of Finance, Goethe University Frankfurt am Main.

Articles

  1. Andreas A. JOBST & Ceyla PAZARBASIOGLU, 2019. "Greater transparency and better policy for climate finance," Financial Stability Review, Banque de France, issue 23, pages 85-99, June.
  2. Andreas A Jobst, 2014. "Systemic Risk in the Insurance Sector: A Review of Current Assessment Approaches," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 39(3), pages 440-470, July.
  3. Joshua Felman & Simon Gray & Mangal Goswami & Andreas A. Jobst & Mahmood Pradhan & Shanaka Peiris & Dulani Seneviratne, 2014. "ASEAN-5 bond market development: Where does it stand? Where is it going?," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 28(1), pages 60-75, May.
  4. Simon Gray & Joshua Felman & Ana Carvajal & Andreas A. Jobst, 2014. "Developing ASEAN-5 bond markets: what needs to be done?," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 28(1), pages 76-95, May.
  5. Jobst, Andreas A., 2014. "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
  6. Jobst, Andreas A., 2013. "Multivariate dependence of implied volatilities from equity options as measure of systemic risk," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 112-129.
  7. Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012. "Market response to policy initiatives during the global financial crisis," Journal of International Economics, Elsevier, vol. 87(1), pages 162-177.
  8. Nowak, Sylwia & Andritzky, Jochen & Jobst, Andreas & Tamirisa, Natalia, 2011. "Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2584-2597, October.
  9. Andreas A. Jobst, 2009. "Islamic securitisation: An ethical remedy to incentive problems?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(3/4), pages 348-365.
  10. Andreas A. Jobst, 2009. "Islamic derivatives," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(3/4), pages 254-260.
  11. Heiko Hesse & Andreas (Andy) Jobst & Juan Solé, 2008. "Trends and Challenges in Islamic Finance," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 9(2), pages 175-193, April.
  12. Andreas A. Jobst, 2008. "The development of equity derivative markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 3(2), pages 163-180, April.
  13. Catriona Purfield & Hiroko Oura & Charles Kramer & Andreas Jobst, 2008. "Asian equity markets: growth, opportunities, and challenges," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 1(2), pages 227-248.
  14. Andreas Jobst & Peter Kunzel & Paul Mills & Amadou Sy, 2008. "Islamic bond issuance: what sovereign debt managers need to know," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 1(4), pages 330-344, November.
  15. Andreas A. Jobst, 2007. "It's all in the data – consistent operational risk measurement and regulation," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 15(4), pages 423-449, November.
  16. Andreas Jobst, 2005. "The regulatory treatment of asset securitisation: The Basel Securitisation Framework explained," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 13(1), pages 15-42, March.
    RePEc:eme:imefpp:v:1:y:2008:i:4:p:330-344 is not listed on IDEAS

Chapters

  1. Andreas A. Jobst, 2014. "The Islamic debate on derivatives," Chapters, in: M. Kabir Hassan & Mervyn K. Lewis (ed.), Handbook on Islam and Economic Life, chapter 16, pages iii-iii, Edward Elgar Publishing.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Islamic Ecomonics

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (2) 2003-05-18 2019-11-18
  2. NEP-RMG: Risk Management (2) 2019-11-18 2021-04-12
  3. NEP-BAN: Banking (1) 2019-11-18
  4. NEP-CBA: Central Banking (1) 2019-11-18
  5. NEP-FIN: Finance (1) 2005-07-18
  6. NEP-FMK: Financial Markets (1) 2005-07-18
  7. NEP-MAC: Macroeconomics (1) 2005-07-18
  8. NEP-ORE: Operations Research (1) 2019-11-18
  9. NEP-REG: Regulation (1) 2005-07-18

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