02498nam 2200577Ia 450 991046456370332120181012003223.01-4623-6191-91-4527-6528-61-283-51160-61-4519-0915-29786613824059(CKB)3360000000443399(EBL)3014554(SSID)ssj0000943056(PQKBManifestationID)11492236(PQKBTitleCode)TC0000943056(PQKBWorkID)10975471(PQKB)10208021(OCoLC)694141268(MiAaPQ)EBC3014554(EXLCZ)99336000000044339920060622d2006 uf 0engur|n|---|||||txtccrReview and implementation of credit risk models of the financial sector assessment program (FSAP)[electronic resource] /prepared by Renzo G. Avesani ...[et. al][Washington, D.C.] International Monetary Fund20061 online resource (35 p.)IMF working paper ;WP/06/134"May 2006."1-4518-6394-2 Includes bibliographical references.""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL SETTING""; ""III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES""; ""IV. INTRODUCING THE POISSON APPROXIMATION""; ""V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED""; ""VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT PROBABILITIES""; ""VII. THE LATENT FACTORS ASSUMPTION""; ""VIII. MODEL 4: EXTENSION OF CREDIT RISK+ WITH CORRELATED FACTORS""; ""IX. MODEL SUMMARY""; ""X. NUMERICAL IMPLEMENTATION""; ""XI. NUMERICAL EXAMPLES USING THE CREDIT RISK TOOLBOX""; ""XII. CONCLUSION""""PROBABILITY AND MOMENT GENERATING FUNCTIONS""""References""IMF working paper ;WP/06/134.CreditManagementMathematical modelsFinancial services industryState supervisionElectronic books.CreditManagementMathematical models.Financial services industryState supervision.Avesani Renzo G124496MiAaPQMiAaPQMiAaPQBOOK9910464563703321Review and implementation of credit risk models of the financial sector assessment program (FSAP)2054907UNINA