Distance-to-default in banking a bridge too far? / [electronic resource] :
Jorge A. Chan-Lau and Amadou N.R. Sy.
- [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006.
- 17 p. : ill.
- IMF working paper ; WP/06/215 .
- IMF working paper ; WP/06/215. .
"September 2006."
Includes bibliographical references.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Bank capital--Econometric models. Bank failures--Econometric models. Default (Finance)--Econometric models. Risk--Econometric models.