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006 m u
007 cr cn|||||||||
008 061002s2006 dcu sb i000 0 eng d
035 _a(CaPaEBR)ebr10380784
035 _a(OCoLC)698585698
040 _aCaPaEBR
_cCaPaEBR
050 1 4 _aHG3701
_b.C43 2006eb
100 1 _aChan-Lau, Jorge A.
245 1 0 _aMarket-based estimation of default probabilities and its application to financial market surveillance
_h[electronic resource] /
_cprepared by Jorge A. Chan-Lau.
260 _a[Washington, D.C.] :
_bInternational Monetary Fund, IMF Institute,
_c2006.
300 _a17 p.
490 1 _aIMF working paper ;
_vWP/06/104
500 _a"April 2006."
504 _aIncludes bibliographical references.
533 _aElectronic reproduction.
_bPalo Alto, Calif. :
_cebrary,
_d2011.
_nAvailable via World Wide Web.
_nAccess may be limited to ebrary affiliated libraries.
650 0 _aDefault (Finance)
650 0 _aRisk management.
655 7 _aElectronic books.
_2local
710 2 _aebrary, Inc.
830 0 _aIMF working paper ;
_vWP/06/104.
856 4 0 _uhttp://site.ebrary.com/lib/daystar/Doc?id=10380784
_zAn electronic book accessible through the World Wide Web; click to view
908 _a170314
942 0 0 _cEB
999 _c109333
_d109333