| ID | 280860 |
| Title Proper | Anticipating credit events using credit default swaps,with an application to sovereign debt crises |
| Language | ENG |
| Author | Chan-Lau, Jorge A. |
| `In' analytical Note | In Chami, Ralph, Khan, Mohsin S. & Sharma, Sunil: Emerging issues in banking regulation. Washington. International Monetary Fund, 2003. --(IMF WP/03/101) |
| Journal Source | In Chami, Ralph, Khan, Mohsin S. & Sharma, Sunil: Emerging issues in banking regulation. Washington. International Monetary Fund, 2003. --(IMF WP/03/101) |
| Classification Number | IMF |
| Key Words | Default probability ; Sovereign risk ; Credit default swaps ; Maximum recovery rate |