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July 30, 2015

The search found 6 of 13551 documents sorted by Date with the following criteria:
Subject / Keyword: probability of default

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Title: CDS Spreads in European Periphery : Some Technical Issues to Consider
Author/Editor: Manmohan Singh ; Mohsan Bilal
Series: Working Paper No. 12/77
Published: March 1, 2012
Subject(s): Economic models
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



Title: Bank Capital Adequacy in Australia
Author/Editor: Niamh Sheridan ; B. Jang
Series: Working Paper No. 12/25
Published: January 1, 2012
Subject(s): Bank supervision | Banking sector | Capital
Author's keyword(s): Australia | Canada | Basel II | Basel III | capital | loss given default | probability of default | stress tests



Title: The Use (and Abuse) of CDS Spreads During Distress
Author/Editor: Singh, Manmohan ; Spackman, Carolyne
Series: Working Paper No. 09/62
Published: March 1, 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



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 1, 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



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 1, 2003
Subject(s): Credit | Emerging markets | Economic recovery | Bonds
Author's keyword(s): Recovery value | probability of default | credit default swaps



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 1, 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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