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...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Lu, Yinqiu
Beste egile batzuk: Chan-Lau, Jorge
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2006.
Saila:IMF Working Papers; Working Paper ; No. 2006/107
Sarrera elektronikoa:Full text available on IMF