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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Autore principale: Gasha, Jose
Altri autori: Chan-Lau, Jorge, Medeiros, Carlos, Santos, Andre
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2009.
Serie:IMF Working Papers; Working Paper ; No. 2009/162
Accesso online:Full text available on IMF

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