Search Results

You are looking at 1 - 2 of 2 items

  • Keyword: Keyword:credit risk x
Clear All Modify Search
Recent Advances in Credit Risk Modeling

Recent Advances in Credit Risk Modeling »

Source: Recent Advances in Credit Risk Modeling

Volume/Issue: 2009/162

Series: IMF Working Papers

Author(s): Jose Gasha , Andre Santos , Jorge Chan-Lau , Carlos Medeiros , Marcos Souto , and Christian Capuano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

ISBN: 9781451873092

Keywords: Keyword:credit risk, correlation, probability, correlations, arbitrage, Financial Economics: General,

As is well known, most models of credit risk have failed to measure the credit risks in the context of the global financial crisis. In this context, financial industry representatives, regulators and academics worl...

Recent Advances in Credit Risk Modeling

Recent Advances in Credit Risk Modeling »

Volume/Issue: 2009/162

Series: IMF Working Papers

Author(s): Jose Gasha , Andre Santos , Jorge Chan-Lau , Carlos Medeiros , Marcos Souto , and Christian Capuano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

DOI: http://dx.doi.org/10.5089/9781451873092.001

ISBN: 9781451873092

Keywords: Keyword:credit risk, correlation, probability, correlations, arbitrage, Financial Economics: General,

As is well known, most models of credit risk have failed to measure the credit risks in the context of the global financial crisis. In this context, financial industry representatives, regulators and academics worl...