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010   $a1-4623-4072-5
010   $a1-4519-9642-X
010   $a1-283-51193-2
010   $a9786613824387
010   $a1-4519-0901-2
035   $a(CKB)3360000000443432
035   $a(EBL)3014350
035   $a(SSID)ssj0000941466
035   $a(PQKBManifestationID)11492040
035   $a(PQKBTitleCode)TC0000941466
035   $a(PQKBWorkID)10963803
035   $a(PQKB)11502343
035   $a(OCoLC)712989249
035   $a(MiAaPQ)EBC3014350
035   $a(EXLCZ)993360000000443432
100   $a20061003d2006      uf             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aIdiosyncratic and systemic risk in the European corporate sector$b[electronic resource] $eCDO perspective /$fprepared by Jorge A. Chan-Lau and Yinqiu Lu
210   $a[Washington, D.C.] $cInternational Monetary Fund$d2006
215   $a1 online resource (18 p.)
225 1 $aIMF working paper ;$vWP/06/107
300   $a"April 2006."
311   $a1-4518-6367-5 
320   $aIncludes bibliographical references.
327   $a""Contents""; ""I. INTRODUCTION""; ""II. A BRIEF PRIMER ON COLLATERALIZED DEBT OBLIGATIONS""; ""III. DEFAULT PROBABILITY AND DEFAULT CORRELATION, IN STCDOS""; ""IV. IDIOSYNCRATIC AND SYSTEMIC RISK IN STCDO TRANCHES""; ""V. DATA AND EMPIRICAL FRAMEWORK""; ""VI. RESULTS""; ""VII. CONCLUSIONS""; ""REFERENCES""
410  0$aIMF working paper ;$vWP/06/107.
606   $aFinancial risk$zEurope
606   $aCredit derivatives$zEurope
608   $aElectronic books.
615  0$aFinancial risk
615  0$aCredit derivatives
700   $aChan-Lau$b Jorge A$0857600
701   $aLu$b Yinqiu$0933134
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910464563203321
996   $aIdiosyncratic and systemic risk in the European corporate sector$92176384
997   $aUNINA