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May 22, 2013

The Search found 6 of 10951 documents sorted by Date with the following criteria:

Subject/Keyword: probability of default

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1. Title: CDS Spreads in European Periphery - Some Technical Issues to Consider   Author/Editor: Bilal, Mohsan ; Singh, Manmohan   Series: Working Paper No. 12/77   Published: March 01, 2012   Subject(s): Bond markets | Bonds | Economic models | Europe   Author's Keyword(s): CDS spreads | peripheral Europe | stochastic recovery rate | probability of default | collateral use in OTC derivatives | cheapest-to-deliver bonds | price of risk   2. Title: Bank Capital Adequacy in Australia   Author/Editor: Jang, B. ; Sheridan, Niamh   Series: Working Paper No. 12/25   Published: January 01, 2012   Subject(s): Bank supervision | Banking sector | Capital | Australia   Author's Keyword(s): Australia | Canada | Basel II | Basel III | capital | loss given default | probability of default | stress tests   3. Title: The Use (and Abuse) of CDS Spreads During Distress   Author/Editor: Singh, Manmohan ; Spackman, Carolyne   Series: Working Paper No. 09/62   Published: March 01, 2009   Subject(s): Credit risk | Financial institutions | Risk premium | Bond markets | Asset prices | Bankruptcy   Author's Keyword(s): CDS spreads during distress | stochastic recovery rate | probability of default | cheapest-to-deliver bonds | financial institutions   4. Title: Default, Credit Growth, and Asset Prices   Author/Editor: Segoviano Basurto, Miguel A. ; Goodhart, C. A. E. ; Hofmann, Boris   Series: Working Paper No. 06/223   Published: September 01, 2006   Subject(s): Credit risk | Bank credit | Bank soundness | Asset prices | Economic models   Author's Keyword(s): Probability of default | credit risk | systemic risk | macroeconomic shocks | stress testing | financial surveillance   5. Title: Are Credit Default Swaps Spreads High in Emerging Markets-An Alternative Methodology for Proxying Recovery Value   Author/Editor: Singh, Manmohan   Series: Working Paper No. 03/242   Published: December 01, 2003   Subject(s): Credit | Emerging markets | Economic recovery | Bonds   Author's Keyword(s): Recovery value | probability of default | credit default swaps   6. Title: Rating the Rating Agencies: Anticipating Currency Crises or Debt Crises   Author/Editor: Sy, Amadou N. R.   Series: Working Paper No. 03/122   Published: June 01, 2003   Subject(s): Debt | Financial crisis | Bonds   Author's Keyword(s): Crises | default | distress | early warning systems | probability of default | ratings

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