Title
The Contingent Claims Approach to Corporate Vulnerability Analysis - Estimating Default Risk and Economy-Wide Risk Transfer
Reference
548987
Board DOC ID
WP/04/121
Date
July 1 2004
Level of description
item
Material
Electronic Records
Language
English
Subject
Credit, Brazil, Thailand, Risk premium, Financial sector, Public sector, Economic models, Executive Board Document (Policy), IMF Working Papers (WP)
Creator
Michael T. Gapen, Dale Gray, Cheng Hoon Lim, Yingbin Xiao, Department-wide ICM
External document