The Contingent Claims Approach to Corporate Vulnerability Analysis : Estimating Default Risk and Economy-Wide Risk Transfer /
In this paper, we examine the ability of the contingent claims approach (CCA) to identify corporate sector and economy-wide vulnerabilities. We apply the Moody's MfRisk model, which uses aggregated CCA principles, to assess vulnerabilities retroactively in two historical country cases. The resu...
| Prif Awdur: | |
|---|---|
| Awduron Eraill: | , , |
| Fformat: | Cylchgrawn |
| Iaith: | English |
| Cyhoeddwyd: |
Washington, D.C. :
International Monetary Fund,
2004.
|
| Cyfres: | IMF Working Papers; Working Paper ;
No. 2004/121 |
| Mynediad Ar-lein: | Full text available on IMF |