top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.

Biblioteca

MARC Lista (tabellare)
Idiosyncratic and systemic risk in the European corporate sector [[electronic resource] ] : CDO perspective / / prepared by Jorge A. Chan-Lau and Yinqiu Lu
Idiosyncratic and systemic risk in the European corporate sector [[electronic resource] ] : CDO perspective / / prepared by Jorge A. Chan-Lau and Yinqiu Lu
Autore Chan-Lau Jorge A
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, 2006
Descrizione fisica 1 online resource (18 p.)
Altri autori (Persone) LuYinqiu
Collana IMF working paper
Soggetto topico Financial risk - Europe
Credit derivatives - Europe
Soggetto genere / forma Electronic books.
ISBN 1-4623-4072-5
1-4519-9642-X
1-283-51193-2
9786613824387
1-4519-0901-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""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""
Record Nr. UNINA-9910464563203321
Chan-Lau Jorge A  
[Washington, D.C.], : International Monetary Fund, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Idiosyncratic and systemic risk in the European corporate sector : CDO perspective / / prepared by Jorge A. Chan-Lau and Yinqiu Lu
Idiosyncratic and systemic risk in the European corporate sector : CDO perspective / / prepared by Jorge A. Chan-Lau and Yinqiu Lu
Autore Chan-Lau Jorge A
Edizione [1st ed.]
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, 2006
Descrizione fisica 1 online resource (18 p.)
Altri autori (Persone) LuYinqiu
Collana IMF working paper
Soggetto topico Financial risk - Europe
Credit derivatives - Europe
ISBN 1-4623-4072-5
1-4519-9642-X
1-283-51193-2
9786613824387
1-4519-0901-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""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""
Record Nr. UNINA-9910808811903321
Chan-Lau Jorge A  
[Washington, D.C.], : International Monetary Fund, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Idiosyncratic and Systemic Risk in the European Corporate Sector : : A CDO Perspective / / Yinqiu Lu, Jorge Chan-Lau
Idiosyncratic and Systemic Risk in the European Corporate Sector : : A CDO Perspective / / Yinqiu Lu, Jorge Chan-Lau
Autore Lu Yinqiu
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (18 p.)
Altri autori (Persone) Chan-LauJorge
Collana IMF Working Papers
Soggetto topico Financial risk - Europe
Credit derivatives - Europe
Finance: General
Investments: Stocks
Investments: Derivatives
Money and Monetary Policy
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
General Financial Markets: Government Policy and Regulation
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Monetary Systems
Standards
Regimes
Government and the Monetary System
Payment Systems
Finance
Monetary economics
Investment & securities
CDOs
Systemic risk
Credit
Stocks
Currencies
Derivative securities
Financial risk management
Money
ISBN 1-4623-4072-5
1-4519-9642-X
1-283-51193-2
9786613824387
1-4519-0901-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""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""
Record Nr. UNINA-9910788415803321
Lu Yinqiu  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui