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