02076nam 2200577Ia 450 991046456320332120170814182618.01-4623-4072-51-4519-9642-X1-283-51193-297866138243871-4519-0901-2(CKB)3360000000443432(EBL)3014350(SSID)ssj0000941466(PQKBManifestationID)11492040(PQKBTitleCode)TC0000941466(PQKBWorkID)10963803(PQKB)11502343(OCoLC)712989249(MiAaPQ)EBC3014350(EXLCZ)99336000000044343220061003d2006 uf 0engur|n|---|||||txtccrIdiosyncratic and systemic risk in the European corporate sector[electronic resource] CDO perspective /prepared by Jorge A. Chan-Lau and Yinqiu Lu[Washington, D.C.] International Monetary Fund20061 online resource (18 p.)IMF working paper ;WP/06/107"April 2006."1-4518-6367-5 Includes bibliographical references.""Contents""; ""I. INTRODUCTION""; ""II. A BRIEF PRIMER ON COLLATERALIZED DEBT OBLIGATIONS""; ""III. DEFAULT PROBABILITY AND DEFAULT CORRELATION, IN STCDOS""; ""IV. IDIOSYNCRATIC AND SYSTEMIC RISK IN STCDO TRANCHES""; ""V. DATA AND EMPIRICAL FRAMEWORK""; ""VI. RESULTS""; ""VII. CONCLUSIONS""; ""REFERENCES""IMF working paper ;WP/06/107.Financial riskEuropeCredit derivativesEuropeElectronic books.Financial riskCredit derivativesChan-Lau Jorge A857600Lu Yinqiu933134MiAaPQMiAaPQMiAaPQBOOK9910464563203321Idiosyncratic and systemic risk in the European corporate sector2176384UNINA