Portfolio credit risk and macroeconomic shocks : applications to stress testing under data-restricted environments
prep. by Miguel A. Segoviano Basurto and Pablo Padilla
| Year of publication: |
2006
|
|---|---|
| Authors: | Segoviano Basurto, Miguel A. ; Padilla, Pablo |
| Publisher: |
Washington, DC : IMF |
| Subject: | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Schock | Shock | Statistische Verteilung | Statistical distribution |
| Extent: | 50 S. graph. Darst. |
|---|---|
| Series: | IMF working paper. - Washington, DC : IMF, ZDB-ID 1449439-5. - Vol. 06/283 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 45 - 50 Internetausg.: http://www.imf.org/external/pubs/ft/wp/2006/wp06283.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003415866