Market-based estimation of default probabilities and its application to financial market surveillance

Chan-Lau, Jorge A.

Market-based estimation of default probabilities and its application to financial market surveillance [electronic resource] / prepared by Jorge A. Chan-Lau. - [Washington, D.C.] : International Monetary Fund, IMF Institute, 2006. - 17 p. - IMF working paper ; WP/06/104 . - IMF working paper ; WP/06/104. .

"April 2006."

Includes bibliographical references.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.


Default (Finance)
Risk management.


Electronic books.

HG3701 / .C43 2006eb