Price of risk : recent evidence from large financials /
Probability of default (PD) measures have been widely used in estimating potential losses of, and contagion among, large financial institutions. In a period of financial stress however, the existing methods to compute PDs and generate loss estimates that may vary significantly. This paper discusses...
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
[Washington, D.C.] :
International Monetary Fund,
©2010
Washington, D.C. : 2010 |
| Series: | IMF Working Papers ;
Working Paper No. 10/190 IMF Working Papers; Working Paper ; No. 2010/190 IMF eLibrary IMF working paper ; WP/10/190 |
| Subjects: |