Portfolio credit risk and macroeconomic shocks applications to stress testing under data-restricted environments /
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| Main Author: | |
|---|---|
| Corporate Authors: | , |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Washington, D.C.] :
International Monetary Fund,
2006.
|
| Series: | IMF working paper ;
WP/06/283. |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HB615 |b .S44 2006eb |
| 100 | 1 | |a Segoviano, Miguel A. | |
| 245 | 1 | 0 | |a Portfolio credit risk and macroeconomic shocks |h [electronic resource] : |b applications to stress testing under data-restricted environments / |c prepared by Miguel A. Segoviano Basurto and Pablo Padilla. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c 2006. | ||
| 300 | |a 50 p. : |b ill. | ||
| 490 | 1 | |a IMF working paper ; |v WP/06/283 | |
| 500 | |a "December 2006." | ||
| 504 | |a Includes bibliographical references (p. 45-50). | ||
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Risk. | |
| 650 | 0 | |a Bank investments. | |
| 650 | 0 | |a Bank loans. | |
| 650 | 0 | |a Bank capital. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Padilla, Pablo. | |
| 710 | 2 | |a International Monetary Fund. |b Monetary and Capital Markets Dept. | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a IMF working paper ; |v WP/06/283. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10302950 |z An electronic book accessible through the World Wide Web; click to view |
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