IDEAS home Printed from
   My authors  Follow this author

Andreas A. Jobst

Personal Details

First Name:Andreas
Middle Name:A.
Last Name:Jobst
RePEc Short-ID:pjo109
Adviser to the Managing Director and World Bank Group CFO 1818 H Street, N.W. Washington, D.C. 20433 USA
+1 (202) 468 8212


(51%) International Monetary Fund (IMF)

Washington, District of Columbia (United States)

(202) 623-7000
(202) 623-4661
700 19th Street, N.W., Washington DC 20431
RePEc:edi:imfffus (more details at EDIRC)

(26%) World Bank Group

Washington, District of Columbia (United States)

(202) 477-1234

1818 H Street, N.W., Washington, DC 20433
RePEc:edi:wrldbus (more details at EDIRC)

(23%) Bermuda Monetary Authority

Hamilton, Bermuda

(441) 295-5278
(441) 292-7471
31 Reid Street, Hamilton HM 12
RePEc:edi:bmagvbm (more details at EDIRC)

Research output

Jump to: Working papers Articles Chapters

Working papers

  1. Andreas A. Jobst & Hiroko Oura, 2019. "Sovereign Risk in Macroprudential Solvency Stress Testing," IMF Working Papers 19/266, International Monetary Fund.
  2. Chatterjee, Somnath & Jobst, Andreas, 2019. "Market-implied systemic risk and shadow capital adequacy," Bank of England working papers 823, Bank of England.
  3. Jobst,Andreas Alexander, 2018. "Credit risk dynamics of infrastructure investment : considerations for financial regulators," Policy Research Working Paper Series 8373, The World Bank.
  4. Andreas A. Jobst & Li Lian Ong & Christian Schmieder, 2017. "Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems," IMF Working Papers 17/102, International Monetary Fund.
  5. Andreas Jobst & Huidan Huidan Lin, 2016. "Negative Interest Rate Policy (NIRP); Implications for Monetary Transmission and Bank Profitability in the Euro Area," IMF Working Papers 16/172, International Monetary Fund.
  6. Andreas Jobst & Anke Weber, 2016. "Profitability and Balance Sheet Repair of Italian Banks," IMF Working Papers 16/175, International Monetary Fund.
  7. Shekhar Aiyar & Ali J Al-Eyd & 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.
  8. Shekhar Aiyar & Wolfgang Bergthaler & Jose M Garrido & Anna Ilyina & Andreas Jobst & Kenneth H Kang & Dmitriy Kovtun & Yan Liu & Dermot Monaghan & Marina Moretti, 2015. "A Strategy for Resolving Europe's Problem Loans," IMF Staff Discussion Notes 2015/019, International Monetary Fund.
  9. Andreas A. Jobst & Nobuyasu Sugimoto & Timo Broszeit, 2014. "Macroprudential Solvency Stress Testing of the Insurance Sector," IMF Working Papers 14/133, International Monetary Fund.
  10. Andreas A. Jobst & Li L Ong & 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.
  11. Andreas A. Jobst & Dale F Gray, 2013. "Systemic Contingent Claims Analysis; Estimating Market-Implied Systemic Risk," IMF Working Papers 2013/054, International Monetary Fund.
  12. Andreas A. Jobst & Li L Ong & 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.
  13. Juan Sole & Andreas Jobst, 2012. "Operative Principles of Islamic Derivatives; Towards a Coherent Theory," IMF Working Papers 2012/063, International Monetary Fund.
  14. Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL); A Model Approach," IMF Working Papers 12/209, International Monetary Fund.
  15. Juan Sole & Andreas Jobst, 2012. "Operative Principles of Islamic Derivatives; Towards a Coherent Theory," IMF Working Papers 2012/063, International Monetary Fund.
  16. Mahmood Pradhan & Shanaka J Peiris & Mangal Goswami & Dulani Seneviratne & Joshua Felman & Andreas Jobst & Simon T Gray, 2011. "Asean Bond Market Development; Where Does it Stand? Where is it Going?," IMF Working Papers 11/137, International Monetary Fund.
  17. Simon T Gray & Andreas Jobst & Joshua Felman & Ana Carvajal, 2011. "Developing Asean5 Bond Markets; What Still Needs to Be Done?," IMF Working Papers 11/135, International Monetary Fund.
  18. 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.
  19. International Monetary Fund, 2009. "How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis," IMF Working Papers 09/204, International Monetary Fund.
  20. Xin Long & Mangal Goswami & Andreas Jobst, 2009. "An Investigation of Some Macro-Financial Linkages of Securitization," IMF Working Papers 2009/026, International Monetary Fund.
  21. International Monetary Fund, 2009. "Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets," IMF Working Papers 09/147, International Monetary Fund.
  22. Amadou N Sy & Peter J Kunzel & 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.
  23. Andreas Jobst & Laura Valderrama & Ivan S Guerra & Hemant Shah, 2007. "Public Debt Markets in Central America, Panama, and the Dominican Republic," IMF Working Papers 07/147, International Monetary Fund.
  24. Andreas Jobst, 2007. "Operational Risk; The Sting is Still in the Tail But the Poison Dependson the Dose," IMF Working Papers 07/239, International Monetary Fund.
  25. Andreas Jobst, 2007. "The Economics of Islamic Finance and Securitization," IMF Working Papers 07/117, International Monetary Fund.
  26. Andreas Jobst, 2007. "Consistent Quantitative Operational Risk Measurement and Regulation; Challenges of Model Specification, Data Collection and Loss Reporting," IMF Working Papers 07/254, International Monetary Fund.
  27. Charles Frederick Kramer & Catriona Purfield & Hiroko Oura & Andreas Jobst, 2006. "Asian Equity Markets; Growth, Opportunities, and Challenges," IMF Working Papers 06/266, International Monetary Fund.
  28. 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).
  29. 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.
  30. 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.
  31. Andreas Jobst, 2002. "Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation," FMG Discussion Papers dp422, Financial Markets Group.
  32. 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).
  33. 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.

    repec:imf:imfpdp:08/3 is not listed on IDEAS
    repec:imf:imfsdn:15/7 is not listed on IDEAS
    repec:imf:imfwpa:09/26 is not listed on IDEAS
    repec:imf:imfwpa:13/54 is not listed on IDEAS
    repec:imf:imfsdn:15/19 is not listed on IDEAS


  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, Asia Pacific School of Economics and Government, 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, Asia Pacific School of Economics and Government, 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 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, vol. 1(4), pages 330-344, November.
  10. 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.
  11. 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.
  12. 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, vol. 15(4), pages 423-449, November.


  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

Research fields, statistics, top rankings, if available.


Access and download statistics for all items

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 23 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-CBA: Central Banking (8) 2009-03-28 2009-10-10 2013-09-24 2014-08-20 2016-09-11 2017-05-21 2019-11-18 2020-01-13. Author is listed
  2. NEP-BAN: Banking (7) 2008-03-01 2008-03-01 2012-09-16 2013-09-24 2016-09-11 2016-09-11 2019-11-18. Author is listed
  3. NEP-RMG: Risk Management (6) 2008-03-01 2008-03-01 2012-09-16 2013-09-24 2019-11-18 2020-01-13. Author is listed
  4. NEP-MAC: Macroeconomics (5) 2005-07-18 2009-03-28 2009-10-10 2013-09-24 2016-09-11. Author is listed
  5. NEP-CFN: Corporate Finance (3) 2003-05-18 2007-01-06 2019-11-18
  6. NEP-MON: Monetary Economics (3) 2009-03-28 2011-07-21 2016-09-11
  7. NEP-SEA: South East Asia (3) 2007-01-06 2011-07-21 2011-07-21
  8. NEP-EEC: European Economics (2) 2015-10-17 2016-09-11
  9. NEP-FMK: Financial Markets (2) 2005-07-18 2007-01-06
  10. NEP-IFN: International Finance (2) 2011-07-21 2011-07-21
  11. NEP-MST: Market Microstructure (2) 2009-10-10 2012-09-16
  12. NEP-REG: Regulation (2) 2005-07-18 2008-03-01
  13. NEP-ARA: MENA - Middle East & North Africa (1) 2012-03-21
  14. NEP-DEV: Development (1) 2007-10-13
  15. NEP-EFF: Efficiency & Productivity (1) 2016-09-11
  16. NEP-FDG: Financial Development & Growth (1) 2007-01-06
  17. NEP-GER: German Papers (1) 2015-08-30
  18. NEP-HPE: History & Philosophy of Economics (1) 2007-06-23
  19. NEP-IAS: Insurance Economics (1) 2014-08-20
  20. NEP-ORE: Operations Research (1) 2019-11-18


All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Andreas A. Jobst should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.