Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) /
The paper presents the basic Credit Risk+ model, and proposes some modifications. This model could be useful in the stress-testing financial sector assessments process as a benchmark for credit risk evaluations. First, we present the setting and basic definitions common to all the model specificatio...
| 第一著者: | Liu, Kexue |
|---|---|
| その他の著者: | Avesani, Renzo, Mirestean, Alin, Salvati, Jean |
| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2006.
|
| シリーズ: | IMF Working Papers; Working Paper ;
No. 2006/134 |
| 主題: | |
| オンライン・アクセス: | Full text available on IMF |
類似資料
-
A Bayesian Approach to Model Uncertainty /
著者:: Tsangarides, Charalambos
出版事項: (2004) -
Annual Report on Exchange Arrangements and Exchange Restrictions 2020.
出版事項: (2021) -
Annual Report on Exchange Arrangements and Exchange Restrictions 2018.
出版事項: (2019) -
International Financial Statistics Yearbook, 2000.
出版事項: (2000) -
International Financial Statistics, March 2006.
出版事項: (2006)