Default, Credit Growth, and Asset Prices /

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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Goodhart, C.
Rannpháirtithe:	Hofmann, Boris, Segoviano, Miguel
Formáid:	IRIS
Teanga:	English
Foilsithe / Cruthaithe:	Washington, D.C. : International Monetary Fund, 2006.
Sraith:	IMF Working Papers; Working Paper ; No. 2006/223
Rochtain ar líne:	Full text available on IMF

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