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010   $a1-4519-0915-2
010   $a9786613824059
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035   $a(EBL)3014554
035   $a(SSID)ssj0000943056
035   $a(PQKBManifestationID)11492236
035   $a(PQKBTitleCode)TC0000943056
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035   $a(OCoLC)694141268
035   $a(MiAaPQ)EBC3014554
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100   $a20060622d2006      uf             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aReview and implementation of credit risk models of the financial sector assessment program (FSAP)$b[electronic resource] /$fprepared by Renzo G. Avesani ...[et. al]
210   $a[Washington, D.C.] $cInternational Monetary Fund$d2006
215   $a1 online resource (35 p.)
225 1 $aIMF working paper ;$vWP/06/134
300   $a"May 2006."
311   $a1-4518-6394-2 
320   $aIncludes bibliographical references.
327   $a""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""
327   $a""PROBABILITY AND MOMENT GENERATING FUNCTIONS""""References""
410  0$aIMF working paper ;$vWP/06/134.
606   $aCredit$xManagement$xMathematical models
606   $aFinancial services industry$xState supervision
608   $aElectronic books.
615  0$aCredit$xManagement$xMathematical models.
615  0$aFinancial services industry$xState supervision.
700   $aAvesani$b Renzo G$0124496
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910464563703321
996   $aReview and implementation of credit risk models of the financial sector assessment program (FSAP)$92054907
997   $aUNINA