IMF Publications by Author

Browse by Subject

Capuano, Christian:

2009

Title: Recent Advances in Credit Risk Modeling

Author: Gasha, Giancarlo Jose ; Santos, O Andre ; Chan-Lau, Jorge ; Medeiros, I. Carlos ; Souto, R Marcos ; Capuano, Christian

Series: Working Paper No. 09/162

Date: August 1, 2009

Subject: Asset prices Bankruptcy Bonds Credit risk Currencies Economic models External debt Financial crisis Financial risk Financial sector Sovereign debt

2008

Title: The Option-iPoD

Author: Capuano, Christian

Series: Working Paper No. 08/194

Date: August 1, 2008

Subject: Bond markets Credit Financial institutions Financial risk Risk management