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Modern View
FINANCIAL SURVEILLANCE
(3)
answer(s).
Srl
Item
1
ID:
317003
Currency mismatches and corporate default risk : Modeling, measurement, and surveillance applications
/ Chan-Lau, A. Jorge
Chan-Lau, A. Jorge
Article
0 Rating(s) & 0 Review(s)
Key Words
Dollarization
;
Corporate Sector
;
Currency mismatch
;
Financial surveillance
;
Default risk
;
Econometric estimation
Export
2
ID:
314896
Default, credit growth, and asset prices
/ Segoviano Basurto, Miguel A. etc.; Goodhart, Charles; Hofmann, Boris
Goodhart, Charles
Article
0 Rating(s) & 0 Review(s)
Key Words
Probability of default
;
Credit risk
;
Stress testing
;
Systemic risk
;
Macroeconomic shocks
;
Financial surveillance
Export
3
ID:
313906
Market-based estimation of default probabilities and its application to financial market surveillance
/ Chan-Lau, Jorge A.
Chan-Lau, Jorge A.
Article
0 Rating(s) & 0 Review(s)
Key Words
Default probability
;
Systemic risk
;
Security prices
;
Financial surveillance
Export