Idiosyncratic and Systemic Risk in the European Corporate Sector : A CDO Perspective /
Systemic risk remains a major concern to policymakers since widespread defaults in the corporate and financial sectors could pose substantial costs to society. Forward-looking measures and/or indicators of systemic default risk are thus needed to identify potential buildups of vulnerability in advan...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2006.
|
| Series: | IMF Working Papers; Working Paper ;
No. 2006/107 |
| Online Access: | Full text available on IMF |