ID | 313909 |
Title Proper | Idiosycratic and systemic risk in the European corporate sector: A CDO perspective |
Language | ENG |
Author | Chan-Lau, Jorge A. ; Lu, Yinqiu |
`In' analytical Note | In Eichengreen, Barry, Mody (Ashoka) & Tamirisa, Natalia: Sudden stops and IMF-supported programs. 2006. 51p;--(IMFWP/06/101) |
Journal Source | In Eichengreen, Barry, Mody (Ashoka) & Tamirisa, Natalia: Sudden stops and IMF-supported programs. 2006. 51p;--(IMFWP/06/101)
|
Classification Number | IMF |
Key Words | Systemic risk ; Idiosyncratic risk ; Credit derivatives ; Credit derivatives indices ; Collateralied debt obligations ; Tranches |