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Andreas A. Jobst

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Personal Details

First Name:Andreas
Middle Name:A.
Last Name:Jobst
RePEc Short-ID:pjo109
Bermuda Monetary Authority (BMA) 43 Victoria Street Hamilton HM 12 Bermuda
+1 (441) 304 2007
Hamilton, Bermuda

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

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Islamic Ecomonics
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  1. Shekhar Aiyar & Ali J. Al-Eyd & Bergljot Barkbu & Andreas Jobst, 2015. "Revitalizing Securitization for Small and Medium-Sized Enterprises in Europe," IMF Staff Discussion Notes 15/7, International Monetary Fund.
  2. Shekhar Aiyar & Wolfgang Bergthaler & Jose M Garrido & Anna Ilyina & Andreas Jobst & Kenneth Kang & Dmitriy Kovtun & Yan Liu & Dermot Monaghan & Marina Moretti, 2015. "A Strategy for Resolving Europe's Problem Loans," IMF Staff Discussion Notes 15/19, International Monetary Fund.
  3. Andreas A. Jobst & Nobuyasu Sugimoto & Timo Broszeit, 2014. "Macroprudential Solvency Stress Testing of the Insurance Sector," IMF Working Papers 14/133, International Monetary Fund.
  4. 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 13/68, International Monetary Fund.
  5. Andreas A. Jobst & Dale F. Gray, 2013. "Systemic Contingent Claims Analysis; Estimating Market-Implied Systemic Risk," IMF Working Papers 13/54, International Monetary Fund.
  6. Juan Sole & Andreas Jobst, 2012. "Operative Principles of Islamic Derivatives; Towards a Coherent Theory," IMF Working Papers 12/63, International Monetary Fund.
  7. Andreas Jobst, 2012. "Measuring Systemic Risk-Adjusted Liquidity (SRL); A Model Approach," IMF Working Papers 12/209, International Monetary Fund.
  8. Mahmood Pradhan & Shanaka J. Peiris & Mangal Goswami & Dulani Seneviratne & Joshua Felman & Andreas Jobst & Simon Gray, 2011. "Asean Bond Market Development; Where Does it Stand? Where is it Going?," IMF Working Papers 11/137, International Monetary Fund.
  9. Simon 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.
  10. 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.
  11. Xin Long & Mangal Goswami & Andreas Jobst, 2009. "An Investigation of Some Macro-Financial Linkages of Securitization," IMF Working Papers 09/26, International Monetary Fund.
  12. 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.
  13. International Monetary Fund, 2009. "Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets," IMF Working Papers 09/147, International Monetary Fund.
  14. Amadou N. R. Sy & Peter Kunzel & Paul S. Mills & Andreas Jobst, 2008. "Islamic Bond Issuance; What Sovereign Debt Managers Need to Know," IMF Policy Discussion Papers 08/3, International Monetary Fund.
  15. Andreas Jobst & Laura Valderrama & Ivan Guerra & Hemant Shah, 2007. "Public Debt Markets in Central America, Panama, and the Dominican Republic," IMF Working Papers 07/147, International Monetary Fund.
  16. 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.
  17. 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.
  18. Andreas Jobst, 2007. "The Economics of Islamic Finance and Securitization," IMF Working Papers 07/117, International Monetary Fund.
  19. 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.
  20. 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).
  21. 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.
  22. 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.
  23. 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.
  24. 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).
  25. Andreas Jobst, 2002. "Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation," FMG Discussion Papers dp422, Financial Markets Group.
  1. Jobst, Andreas A., 2014. "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
  2. 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, 05.
  3. 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, vol. 39(3), pages 440-470, July.
  4. 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, 05.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Andreas A. Jobst, 2009. "Islamic derivatives," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(3/4), pages 254-260.
  10. 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.
  11. Heiko Hesse & Andreas (Andy) Jobst & Juan Solé, 2008. "Trends and Challenges in Islamic Finance," World Economics, World Economics, Economic & Financial Publishing, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 9(2), pages 175-193, April.
  12. 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.
  13. 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.
  14. Andreas A. Jobst, 2006. "Asset securitisation as a risk management and funding tool: What small firms need to know," Managerial Finance, Emerald Group Publishing, vol. 32(9), pages 731-760.
  15. Andreas Jobst, 2005. "The regulatory treatment of asset securitisation: The Basel Securitisation Framework explained," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 13(1), pages 15-42, February.
  1. Andreas A. Jobst, 2014. "The Islamic debate on derivatives," Chapters, in: Handbook on Islam and Economic Life, chapter 16, pages iii-iii Edward Elgar Publishing.
19 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: MENA - Middle East & North Africa (1) 2012-03-21
  2. NEP-BAN: Banking (4) 2008-03-01 2008-03-01 2012-09-16 2013-09-24
  3. NEP-CBA: Central Banking (4) 2009-03-28 2009-10-10 2013-09-24 2014-08-20
  4. NEP-CFN: Corporate Finance (2) 2003-05-18 2007-01-06
  5. NEP-DEV: Development (1) 2007-10-13
  6. NEP-EEC: European Economics (1) 2015-10-17
  7. NEP-FDG: Financial Development & Growth (1) 2007-01-06
  8. NEP-FMK: Financial Markets (2) 2005-07-18 2007-01-06
  9. NEP-GER: German Papers (1) 2015-08-30
  10. NEP-HPE: History & Philosophy of Economics (1) 2007-06-23
  11. NEP-IAS: Insurance Economics (1) 2014-08-20
  12. NEP-IFN: International Finance (2) 2011-07-21 2011-07-21
  13. NEP-MAC: Macroeconomics (4) 2005-07-18 2009-03-28 2009-10-10 2013-09-24
  14. NEP-MON: Monetary Economics (2) 2009-03-28 2011-07-21
  15. NEP-MST: Market Microstructure (2) 2009-10-10 2012-09-16
  16. NEP-REG: Regulation (1) 2008-03-01
  17. NEP-RMG: Risk Management (4) 2008-03-01 2008-03-01 2012-09-16 2013-09-24
  18. NEP-SEA: South East Asia (3) 2007-01-06 2011-07-21 2011-07-21

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