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July 03, 2015

The search found 3 of 13471 documents sorted by Date with the following criteria:
Subject / Keyword: distance-to-default

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Title: Contagion Risk in the International Banking System and Implications for London as a Global Financial Center
Author/Editor: Chan-Lau, Jorge A. ; Mitra, Srobona ; Ong, Li L.
Series: Working Paper No. 07/74
Published: April 1, 2007
Subject(s): Bank soundness | International banking | Economic models | United Kingdom
Author's keyword(s): Bank soundness | co-exceedance | contagion risk | distance-to-default | extreme value theory | LOGIT



Title: Distance-to-Default in Banking: A Bridge Too Far?
Author/Editor: Chan-Lau, Jorge A. ; Sy, Amadou N. R.
Series: Working Paper No. 06/215
Published: September 1, 2006
Subject(s): Banks | Financial stability
Author's keyword(s): Banks | insolvency | closure | prompt corrective action | distance-to-default | distance-to-capital



Title: An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
Author/Editor: Chan-Lau, Jorge A. ; Jobert, Arnaud ; Kong, Janet
Series: Working Paper No. 04/33
Published: February 1, 2004
Subject(s): Banks | Emerging markets | Financial crisis
Author's keyword(s): Distance-to-default | banks | emerging markets


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