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010   $a1-4623-3062-2
010   $a1-4527-6224-4
010   $a1-283-51662-4
010   $a9786613829078
010   $a1-4519-0996-9
035   $a(CKB)3360000000443833
035   $a(EBL)3012542
035   $a(SSID)ssj0000948582
035   $a(PQKBManifestationID)11484547
035   $a(PQKBTitleCode)TC0000948582
035   $a(PQKBWorkID)10950156
035   $a(PQKB)10727647
035   $a(OCoLC)535146946
035   $a(MiAaPQ)EBC3012542
035   $a(EXLCZ)993360000000443833
100   $a20090810d2006      uy             0
101 0 $aeng
135   $aurcn|||||||||
181   $ctxt
182   $cc
183   $acr
200 10$aPortfolio credit risk and macroeconomic shocks$b[electronic resource] $eapplications to stress testing under data-restricted environments /$fprepared by Miguel A. Segoviano Basurto and Pablo Padilla
210   $a[Washington, D.C.] $cInternational Monetary Fund$d2006
215   $a1 online resource (52 p.)
225 1 $aIMF working paper ;$vWP/06/283
300   $a"December 2006."
311   $a1-4518-6543-0 
320   $aIncludes bibliographical references (p. 45-50).
327   $a""Contents""; ""I. INTRODUCTION""; ""II. PORTFOLIO CREDIT RISK""; ""III. PROPOSAL TO IMPROVE PORTFOLIO CREDIT RISK MEASUREMENT""; ""IV. PROPOSED PROCEDURE FOR STRESS TESTING""; ""V. STRESS TESTING: EMPIRICAL IMPLEMENTATION IN DENMARK""; ""VI. ANALYSIS OF STRESS TESTING RESULTS""; ""VII. CONCLUSIONS""; ""Appendix 1: Entropy in a Nutshell""; ""References""
410  0$aIMF working paper ;$vWP/06/283.
606   $aRisk
606   $aBank investments
606   $aBank loans
606   $aBank capital
608   $aElectronic books.
615  0$aRisk.
615  0$aBank investments.
615  0$aBank loans.
615  0$aBank capital.
700   $aSegoviano$b Miguel A$0871540
701   $aPadilla$b Pablo$01044083
712 02$aInternational Monetary Fund.$bMonetary and Capital Markets Dept.
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910464354103321
996   $aPortfolio credit risk and macroeconomic shocks$92469490
997   $aUNINA