Price of Risk : Recent Evidence From Large Financials /
Probability of default (PD) measures have been widely used in estimating potential losses of, and contagion among, large financial institutions. In a period of financial stress however, the existing methods to compute PDs and generate loss estimates that may vary significantly. This paper discusses...
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| Format: | Zeitschrift |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C. :
International Monetary Fund,
2010.
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| Schriftenreihe: | IMF Working Papers; Working Paper ;
No. 2010/190 |
| Online Zugang: | Full text available on IMF |