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June 19, 2013

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Subject/Keyword: Default Probability

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1. Title: Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance   Author/Editor: Chan-Lau, Jorge A.   Series: Working Paper No. 06/104   Published: April 01, 2006   Subject(s): Securities markets | Financial risk | Financial sector | Exchange rate policy surveillance | Bonds | Asset prices | International financial system | Financial institutions   Author's Keyword(s): Default probability | security prices | systemic risk | financial surveillance   2. Title: The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability   Author/Editor: Chan-Lau, Jorge A. ; Gravelle, Toni   Series: Working Paper No. 05/231   Published: December 01, 2005   Subject(s): Risk premium | Korea, Republic of | Malaysia | Thailand | Credit | Financial sector | Corporate sector   Author's Keyword(s): Systemic risk | Credit Risk | Corporate Vulnerability | Default Probability   3. Title: Anticipating Credit Events Using Credit Default Swaps, with an Application to Sovereign Debt Crises   Author/Editor: Chan-Lau, Jorge A.   Series: Working Paper No. 03/106   Published: May 01, 2003   Subject(s): Credit | Financial crisis   Author's Keyword(s): Credit defaults swaps | maximum recovery rate | default probability | sovereign risk   4. Title: How Much Leverage is Too Much, or Does Corporate Risk Determine the Severity of a Recession?   Author/Editor: Ivaschenko, Iryna V.   Series: Working Paper No. 03/3   Published: January 01, 2003   Subject(s): Debt | Exchange risk | Economic recession | Economic forecasting   Author's Keyword(s): leverage | structural models of corporate debt | default probability | probability of recession | severity of recession |

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