LEADER 02030nam 2200565Ia 450 001 9910463965703321 005 20170814182558.0 010 $a1-4623-7503-0 010 $a1-4527-9353-0 010 $a1-283-51549-0 010 $a1-4519-0898-9 010 $a9786613827944 035 $a(CKB)3360000000443722 035 $a(EBL)3014409 035 $a(SSID)ssj0000942110 035 $a(PQKBManifestationID)11601440 035 $a(PQKBTitleCode)TC0000942110 035 $a(PQKBWorkID)10972154 035 $a(PQKB)11236536 035 $a(OCoLC)698585698 035 $a(MiAaPQ)EBC3014409 035 $a(EXLCZ)993360000000443722 100 $a20061002d2006 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMarket-based estimation of default probabilities and its application to financial market surveillance$b[electronic resource] /$fprepared by Jorge A. Chan-Lau 210 $a[Washington, D.C.] $cInternational Monetary Fund, IMF Institute$d2006 215 $a1 online resource (19 p.) 225 1 $aIMF working paper ;$vWP/06/104 300 $a"April 2006." 311 $a1-4518-6364-0 320 $aIncludes bibliographical references. 327 $a""Contents""; ""I. MARKET-BASED DEFAULT PROBABILITIES AND FINANCIAL SURVEILLANCE""; ""II. CREDIT DEFAULT SWAPS""; ""III. BONDS""; ""IV. EQUITY PRICES""; ""V. FROM RISK-NEUTRAL PROBABILITIES TO REAL-WORLD PROBABILITIES""; ""VI. CONCLUSIONS""; ""REFERENCES"" 410 0$aIMF working paper ;$vWP/06/104. 606 $aDefault (Finance) 606 $aRisk management 608 $aElectronic books. 615 0$aDefault (Finance) 615 0$aRisk management. 700 $aChan-Lau$b Jorge A$0857600 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910463965703321 996 $aMarket-based estimation of default probabilities and its application to financial market surveillance$91982644 997 $aUNINA