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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Awdur Corfforaethol: International Monetary Fund
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2009.
Cyfres:IMF Staff Country Reports; Country Report ; No. 2009/024
Mynediad Ar-lein:Full text available on IMF
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245 1 0 |a Colombia :   |b Selected Issues. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2009. 
300 |a 1 online resource (70 pages) 
490 1 |a IMF Staff Country Reports 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a 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. 
538 |a Mode of access: Internet 
830 0 |a IMF Staff Country Reports; Country Report ;  |v No. 2009/024 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/002/2009/024/002.2009.issue-024-en.xml  |z IMF e-Library