The END : A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability /
This paper describes a corporate sector vulnerability indicator, the expected number of defaults (END), based on the joint occurrence of defaults among a number of firms and/or institutions. The END indicator is general enough to assess systemic risk in the corporate and financial sectors, as well a...
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| Format: | Journal |
| Language: | English |
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Washington, D.C. :
International Monetary Fund,
2005.
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| Series: | IMF Working Papers; Working Paper ;
No. 2005/231 |
| Online Access: | Full text available on IMF |