Default, Credit Growth, and Asset Prices /
This paper uses a Merton-type estimate of the probability of default (PoD) for the main banks in a sample of Organization for Economic Cooperation and Development and middle-income countries as a proxy for the fragility of their banking systems. Based on theory and stylized facts, the paper explores...
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| Інші автори: | , |
| Формат: | Журнал |
| Мова: | English |
| Опубліковано: |
Washington, D.C. :
International Monetary Fund,
2006.
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| Серія: | IMF Working Papers; Working Paper ;
No. 2006/223 |
| Онлайн доступ: | Full text available on IMF |