Portfolio credit risk and macroeconomic shocks [electronic resource] : applications to stress testing under data-restricted environments / prepared by Miguel A. Segoviano Basurto and Pablo Padilla.

By: Contributor(s): Material type: TextTextSeries: IMF working paper ; WP/06/283.Publication details: [Washington, D.C.] : International Monetary Fund, 2006.Description: 50 p. : illSubject(s): Genre/Form: LOC classification:
  • HB615 .S44 2006eb
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"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.

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