Colombia : Selected Issues.

This Selected Issues paper uses contingent claims analysis (CCA) to assess risks to the Colombian banking sector. The CCA approach is based on the estimation of the default probability by an entity on its obligations, and is widely used by rating agencies to assess creditworthiness in the corporate...

Ամբողջական նկարագրություն

Մատենագիտական մանրամասներ
Համատեղ հեղինակ: International Monetary Fund
Ձևաչափ: Ամսագիր
Լեզու:English
Հրապարակվել է: Washington, D.C. : International Monetary Fund, 2009.
Շարք:IMF Staff Country Reports; Country Report ; No. 2009/024
Առցանց հասանելիություն:Full text available on IMF
Նկարագրություն
Ամփոփում:This Selected Issues paper uses contingent claims analysis (CCA) to assess risks to the Colombian banking sector. The CCA approach is based on the estimation of the default probability by an entity on its obligations, and is widely used by rating agencies to assess creditworthiness in the corporate sector. The paper also estimates the effects of changes in selected macroeconomic and financial variables on default probabilities for a sample of Colombian banks. The sample includes five banks for which market-based default probabilities are available.
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<strong>On-Campus Access:</strong> No User ID or Password Required
Ֆիզիկական նկարագրություն:1 online resource (70 pages)
Ձևաչափ:Mode of access: Internet
ISSN:1934-7685
Հասանելի:Electronic access restricted to authorized BRAC University faculty, staff and students