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Record Nr. |
UNINA9910464845903321 |
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Autore |
Chan-Lau Jorge A |
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Titolo |
Distance-to-default in banking [[electronic resource] ] : a bridge too far? / / Jorge A. Chan-Lau and Amadou N.R. Sy |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
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ISBN |
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1-4623-5181-6 |
1-4527-7738-1 |
1-283-51164-9 |
1-4519-0928-4 |
9786613824097 |
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Descrizione fisica |
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1 online resource (19 p.) |
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Collana |
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IMF working paper ; ; WP/06/215 |
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Altri autori (Persone) |
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Soggetti |
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Bank capital - Econometric models |
Bank failures - Econometric models |
Default (Finance) - Econometric models |
Risk - Econometric models |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""I. INTRODUCTION""; ""II. WHAT HAPPENS BEFORE A BANK DEFAULT?""; ""III. A UNIFIED FRAMEWORK FOR DISTANCE MEASURES : DISTANCE-TO-CAPITAL""; ""IV. CASE STUDY: THE RESONA AND ASHIKAGA BANKS""; ""V. CONCLUSIONS""; ""REFERENCES"" |
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