| ID | 317032 |
| Title Proper | Portfolio credit risk and macroeconomic shocks: Applications to stress testing under data-restricted environments |
| Language | ENG |
| Author | Basurto, A. Segoviano ; Padilla, Pablo |
| `In' analytical Note | In Adrogue, Ricardo, Cerisola, Martin & Gelos, Gaston: Brazil's long - term growth performance --- Trying to explain the puzzle. (In Berger, Helge, Nitsch, Volker & Lybek, Tonny: Central bank boards around the world : Why does membership size differ ?. 2006. 46p ;--(IMFWP/06/281)
) --(IMFWP/06/282) |
| Classification Number | IMF |
| Key Words | Stress testing ; Portfolio credit risk neasyrenebt ; Macroeconomic shock measurement ; multivariate density estimation ; Entropy distribution |