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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: Segoviano, Miguel A.
Contributor(s): Padilla, Pablo | International Monetary Fund. Monetary and Capital Markets Dept | ebrary, Inc.
Series: IMF working paper ; WP/06/283. Publisher: [Washington, D.C.] : International Monetary Fund, 2006Description: 50 p. : ill. ; 28 cm.Subject(s): Risk | Bank investments | Bank loans | Bank capitalGenre/Form: Electronic books. Online resources: An electronic book accessible through the World Wide Web; click to view
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"December 2006."

Includes bibliographical references (p. 45-50).


Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.