Recent Advances in Credit Risk Modeling /

As is well known, most models of credit risk have failed to measure the credit risks in the context of the global financial crisis. In this context, financial industry representatives, regulators and academics worldwide have given new impetus to efforts to improve credit risk modeling for countries,...

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Detalhes bibliográficos
Autor principal: Gasha, Jose
Outros Autores: Chan-Lau, Jorge, Medeiros, Carlos, Santos, Andre
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2009.
coleção:IMF Working Papers; Working Paper ; No. 2009/162
Acesso em linha:Full text available on IMF