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...
| Glavni avtor: | Lu, Yinqiu |
|---|---|
| Drugi avtorji: | Chan-Lau, Jorge |
| Format: | Revija |
| Jezik: | English |
| Izdano: |
Washington, D.C. :
International Monetary Fund,
2006.
|
| Serija: | IMF Working Papers; Working Paper ;
No. 2006/107 |
| Online dostop: | Full text available on IMF |
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