ID | 313008 |
Call Number | IMF/WP/04/121/266072 |
Title Proper | Contingent claims approach to corporate vulnerability analysis : Estimating default risk and economy-wide risk transfer |
Language | ENG |
Author | Gapen, Michael T ; Gray, Dale F ; Lim, Cheng Hoon ; Xiao, Yingbin |
Publication | WAshington, IMF, 2004. |
Description | 43p 28cm |
Series | IMF Working Paper No. 121 |
Summary / Abstract (Note) | IMF WP/04/121-WP/04/130 |
Price. Qualification | GIPE Dep |
Classification Number | IMF |
Key Words | Credit risk ; Contingent claims approach ; Corporate sector vulnerability |