02330nam 2200637 a 450 991046435410332120181112195800.01-4623-3062-21-4527-6224-41-283-51662-497866138290781-4519-0996-9(CKB)3360000000443833(EBL)3012542(SSID)ssj0000948582(PQKBManifestationID)11484547(PQKBTitleCode)TC0000948582(PQKBWorkID)10950156(PQKB)10727647(OCoLC)535146946(MiAaPQ)EBC3012542(EXLCZ)99336000000044383320090810d2006 uy 0engurcn|||||||||txtccrPortfolio credit risk and macroeconomic shocks[electronic resource] applications to stress testing under data-restricted environments /prepared by Miguel A. Segoviano Basurto and Pablo Padilla[Washington, D.C.] International Monetary Fund20061 online resource (52 p.)IMF working paper ;WP/06/283"December 2006."1-4518-6543-0 Includes bibliographical references (p. 45-50).""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""IMF working paper ;WP/06/283.RiskBank investmentsBank loansBank capitalElectronic books.Risk.Bank investments.Bank loans.Bank capital.Segoviano Miguel A871540Padilla Pablo1044083International Monetary Fund.Monetary and Capital Markets Dept.MiAaPQMiAaPQMiAaPQBOOK9910464354103321Portfolio credit risk and macroeconomic shocks2469490UNINA