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...

Ful tanımlama

Detaylı Bibliyografya
Yazar: Lu, Yinqiu
Diğer Yazarlar: Chan-Lau, Jorge
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2006.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2006/107
Online Erişim:Full text available on IMF