|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910464354103321 |
|
|
Autore |
Segoviano Miguel A |
|
|
Titolo |
Portfolio credit risk and macroeconomic shocks [[electronic resource] ] : applications to stress testing under data-restricted environments / / prepared by Miguel A. Segoviano Basurto and Pablo Padilla |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
[Washington, D.C.], : International Monetary Fund, 2006 |
|
|
|
|
|
|
|
ISBN |
|
1-4623-3062-2 |
1-4527-6224-4 |
1-283-51662-4 |
9786613829078 |
1-4519-0996-9 |
|
|
|
|
|
|
|
|
Descrizione fisica |
|
1 online resource (52 p.) |
|
|
|
|
|
|
Collana |
|
IMF working paper ; ; WP/06/283 |
|
|
|
|
|
|
Altri autori (Persone) |
|
|
|
|
|
|
Soggetti |
|
Risk |
Bank investments |
Bank loans |
Bank capital |
Electronic books. |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references (p. 45-50). |
|
|
|
|
|
|
Nota di contenuto |
|
""Contents""; ""I. INTRODUCTION""; ""II. PORTFOLIO CREDIT RISK""; ""III. PROPOSAL TO IMPROVE PORTFOLIO CREDIT RISK MEASUREMENT""; ""IV. PROPOSED PROCEDURE FOR STRESS TESTING""; ""V. STRESS TESTING: EMPIRICAL IMPLEMENTATION IN DENMARK""; ""VI. ANALYSIS OF STRESS TESTING RESULTS""; ""VII. CONCLUSIONS""; ""Appendix 1: Entropy in a Nutshell""; ""References"" |
|
|
|
|
|
|
|