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October 24, 2014
 

The Search found 4 of 13788 documents sorted by Date with the following criteria:
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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