Portfolio credit risk and macroeconomic shocks

Segoviano, Miguel A.

Portfolio credit risk and macroeconomic shocks applications to stress testing under data-restricted environments / [electronic resource] : prepared by Miguel A. Segoviano Basurto and Pablo Padilla. - [Washington, D.C.] : International Monetary Fund, 2006. - 50 p. : ill. - IMF working paper ; WP/06/283 . - IMF working paper ; WP/06/283. .

"December 2006."

Includes bibliographical references (p. 45-50).


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.


Risk.
Bank investments.
Bank loans.
Bank capital.


Electronic books.

HB615 / .S44 2006eb