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July 26, 2014
 

The Search found 6 of 13603 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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