LEADER 02498nam 2200577Ia 450 001 9910464563703321 005 20181012003223.0 010 $a1-4623-6191-9 010 $a1-4527-6528-6 010 $a1-283-51160-6 010 $a1-4519-0915-2 010 $a9786613824059 035 $a(CKB)3360000000443399 035 $a(EBL)3014554 035 $a(SSID)ssj0000943056 035 $a(PQKBManifestationID)11492236 035 $a(PQKBTitleCode)TC0000943056 035 $a(PQKBWorkID)10975471 035 $a(PQKB)10208021 035 $a(OCoLC)694141268 035 $a(MiAaPQ)EBC3014554 035 $a(EXLCZ)993360000000443399 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 LEADER 01004nam a22002651i 4500 001 991003094249707536 005 20040601183532.0 008 040624s1979 it a||||||||||||||||fre 035 $ab13023366-39ule_inst 035 $aARCHE-098104$9ExL 040 $aDip.to Beni Culturali$bita$cA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l. 082 04$a738 100 1 $aKarageorghis, Vassos$0153183 245 10$aSupplément /$cVassos Karageorghis ; Jean Des Gagniers 260 $aRoma :$bConsiglio nazionale delle ricerche,$c1979 300 $aXVIII, 199 p. :$bill. ;$c30 cm 440 3$aLa céramique chypriote de style figuré 650 4$aCeramiche cipriote 700 1 $aDes Gagniers, Jean 907 $a.b13023366$b02-04-14$c12-07-04 912 $a991003094249707536 945 $aLE001 AR III 176 4$g1$i2001000105489$lle001$nC. 1$o-$pE0.00$q-$rl$s- $t0$u0$v0$w0$x0$y.i13636790$z12-07-04 996 $aSupplément$9288914 997 $aUNISALENTO 998 $ale001$b12-07-04$cm$da $e-$ffre$git $h0$i1