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CREDIT RISK (20) answer(s).
 
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1
ID:   314738


Annuity markets in Chile: Competition, regulation-and myopia? / Walker, Eduardo   IBRD
Walker, Eduardo IBRD
0 Rating(s) & 0 Review(s)
Key Words Competition  ;  Emerging markets  ;  Credit risk  ;  Annuities  ;  myopia 
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2
ID:   313301


Anticipating arrears to the IMF : Early warning systems / Oak, Chikako   Article
Oak, Chikako Article
0 Rating(s) & 0 Review(s)
Key Words Credit risk  ;  Arrears  ;  Default  ;  Early warning 
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3
ID:   313008


Contingent claims approach to corporate vulnerability analysis : Estimating default risk and economy-wide risk transfer / Gapen, Michael T; Gray, Dale F; Lim, Cheng Hoon; Xiao, Yingbin 2004  United Nations
Gapen, Michael T United Nations
0 Rating(s) & 0 Review(s)
Publication WAshington, IMF, 2004.
Description 43p28cm
Series IMF Working Paper No. 121
Summary/Abstract IMF WP/04/121-WP/04/130
Standard Number GIPE Dep.
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Circulation
Accession#Call#Current LocationStatusPolicyLocation
266072IMF/WP/04/121/266072MainOn ShelfNOT FOR ISSUE 
4
ID:   245409


Credit risk valuation: Methods, models and applications / Ammann, Manuel 2001  Book
Ammann, Manuel Book
0 Rating(s) & 0 Review(s)
Edition 2nd ed.
Publication Berlin, Springer-Verlag, 2001.
Description 255p.
Series Springer Finance
Standard Number 3-540-67805-0 GIPE Pur..
Key Words Credit risk  ;  Pricing models 
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Circulation
Accession#Call#Current LocationStatusPolicyLocation
258409X6:(B28)/P2/258409MainOn ShelfGeneral 
5
ID:   314896


Default, credit growth, and asset prices / Segoviano Basurto, Miguel A. etc.; Goodhart, Charles; Hofmann, Boris   Article
Goodhart, Charles Article
0 Rating(s) & 0 Review(s)
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6
ID:   313808


END : A new indicator of financial and nonfinancial corporate sector vulnerability / Chan-Lau, Jorge A.; Gravelle, Toni 2005  Article
Chan-Lau, Jorge A. Article
0 Rating(s) & 0 Review(s)
Publication WAshington, IMF, 2005.
Description 15p28cm
Series IMF- Working Paper No. 231
Summary/Abstract IMF/WP/05/231-WP/05/240
Standard Number GIPE Dep.
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Circulation
Accession#Call#Current LocationStatusPolicyLocation
266290IMF/WP/05/231/266290MainOn ShelfGeneral 
7
ID:   313795


Estimating markov transition matrices using proportions data: An application to credit risk / Jones, Matthew T.   Article
Jones, Matthew T. Article
0 Rating(s) & 0 Review(s)
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8
ID:   341581


Exotic derivatives and risk: Theory, extensions and applications / Bellalah, Mondher 2009  Book
Bellalah, Mondher Book
0 Rating(s) & 0 Review(s)
Publication Singapore, World Scientific Publishing, 2009.
Description 600 ppHb
Standard Number 981-279-747-6 GIPE Pur.
Key Words Credit risk  ;  Derivatives  ;  Options : Pricing 
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Circulation
Accession#Call#Current LocationStatusPolicyLocation
273226X651:515:(B28)/P9 MainOn ShelfGeneral 
9
ID:   331957


Factor model for stress-testing with a contingent claims model of the Chilean banking system / Gray, Dale; Walsh, James P.   Article
Gray, Dale Article
0 Rating(s) & 0 Review(s)
Key Words VAR  ;  Credit risk  ;  Contingent claims analysis  ;  Factor model 
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10
ID:   313758


Financial dollarization equilibria : A framework for policy anlysis / Ize, Alain   Article
Ize, Alain Article
0 Rating(s) & 0 Review(s)
Key Words Dollarization  ;  Credit risk  ;  Monetary policy 
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11
ID:   313830


Financial dollarization in Latin America / Rennhack, Robert; Nozaki, Masahiro   Article
Nozaki, Masahiro Article
0 Rating(s) & 0 Review(s)
Key Words Dollarization  ;  Credit risk  ;  Monetary policy 
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12
ID:   313809


FIRST : A market-based approach to evaluate financial system risk anf stability / Avesani, Renzo   Article
Avesani, Renzo Article
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13
ID:   313054


Identifying threshold effects in credit risk stress testing / Gasha, J. Giancarlo; Morales, R. Armando   Article
Gasha, J. Giancarlo Article
0 Rating(s) & 0 Review(s)
Key Words Credit risk  ;  Stress testing  ;  Business Cycle 
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14
ID:   171100


Measuring integrated market and credit risks in bank portfolios / Barnhill,Theodore M.; Papapanagiotou,Jr.Panagiotis; Schumacher,Liliana   Article
Barnhill,Theodore M. Article
0 Rating(s) & 0 Review(s)
Key Words VAR  ;  Credit risk  ;  Market risk 
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15
ID:   313907


New risk indicator and stress testing tool: A multifactor nth-to-default CDS basket / Avesani, Renzo G.; Pascual, Antonio Garcia; Li, Jing   Article
Avesani, Renzo G. Article
0 Rating(s) & 0 Review(s)
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16
ID:   332475


Pension privatization and country risk / Cuevas, Alfredo,etc; Gonzalez,Alfredo; Lombardo,Davide; Marmolejo,Arnoldo lopez   Article
Cuevas, Alfredo,etc Article
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17
ID:   316851


Primer for rist measurement of bonded debt from the perspective of a sovereign debt manager / Papaionnou, Michael   Article
Papaionnou, Michael Article
0 Rating(s) & 0 Review(s)
Key Words Credit risk  ;  Market risk  ;  Risk measurement  ;  Inquidity risk 
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18
ID:   256758


Risk diversification in the credit portfolio:Overview of countr / Morris, JoAnne   Article
Morris, JoAnne Article
0 Rating(s) & 0 Review(s)
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19
ID:   257694


Stress testing of financial systems:An overview of issues,metho / Blaschke, Winfrid; Jones, Matthew T.; Majnoni, Giovanni; Peria, Soledad Martinez   Article
Blaschke, Winfrid Article
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20
ID:   354505


Unified credit risk model for predicting default / Gupta (Vandana)   Journal Article
Gupta (Vandana) Journal Article
0 Rating(s) & 0 Review(s)
Key Words Credit risk  ;  Default  ;  Net worth  ;  Accounting ratios 
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