Portfolio credit risk and macroeconomic shocks [electronic resource] : applications to stress testing under data-restricted environments / prepared by Miguel A. Segoviano Basurto and Pablo Padilla.
Material type: TextSeries: IMF working paper ; WP/06/283.Publication details: [Washington, D.C.] : International Monetary Fund, 2006Description: 50 p. : illSubject(s): Risk | Bank investments | Bank loans | Bank capitalGenre/Form: Electronic books.LOC classification: HB615 | .S44 2006Online resources: Click to ViewNo physical items for this record
"December 2006."
Includes bibliographical references (p. 45-50).
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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